0.30Open0.30Pre Close6 Volume703 Open Interest30.00Strike Price85.00Turnover55.82%IV10.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1071Delta0.0920Gamma272.90Leverage Ratio-0.0286Theta0.0005Rho29.23Eff Leverage0.0066Vega