0.85Open0.80Pre Close1 Volume81 Open Interest58.00Strike Price85.00Turnover59.02%IV15.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2253Delta0.0394Gamma55.25Leverage Ratio-0.0505Theta0.0068Rho12.45Eff Leverage0.0388Vega