0.40Open0.65Pre Close2 Volume50 Open Interest21.00Strike Price85.00Turnover24.56%IV1.80%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier13DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5510Delta0.3977Gamma46.82Leverage Ratio-0.0162Theta0.0041Rho25.80Eff Leverage0.0160Vega