0.85Open0.90Pre Close1 Volume17 Open Interest25.00Strike Price85.00Turnover33.76%IV1.65%PremiumJan 17, 2025Expiry Date0.43Intrinsic Value100Multiplier22DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6100Delta0.1828Gamma23.12Leverage Ratio-0.0204Theta0.0086Rho14.10Eff Leverage0.0239Vega