0.05Open0.09Pre Close15 Volume711 Open Interest60.00Strike Price85.00Turnover54.10%IV12.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0497Delta0.0277Gamma711.20Leverage Ratio-0.0292Theta0.0004Rho35.35Eff Leverage0.0070Vega