0.15Open0.10Pre Close6 Volume1.88K Open Interest100.00Strike Price85.00Turnover27.50%IV4.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0497Gamma956.60Leverage Ratio-0.0443Theta0.0009Rho73.83Eff Leverage0.0153Vega