0.15Open0.10Pre Close6 Volume1.88K Open Interest100.00Strike Price85.00Turnover25.71%IV4.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0773Delta0.0498Gamma956.60Leverage Ratio-0.0393Theta0.0010Rho73.91Eff Leverage0.0164Vega