0.85Open1.02Pre Close1 Volume5.11K Open Interest75.00Strike Price85.00Turnover18.75%IV4.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.2148Delta0.0814Gamma172.29Leverage Ratio-0.0218Theta-0.0092Rho-37.00Eff Leverage0.0559Vega