0.85Open0.56Pre Close1 Volume5 Open Interest47.00Strike Price85.00Turnover97.66%IV32.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.1952Delta0.0296Gamma45.01Leverage Ratio-0.0518Theta0.0043Rho8.79Eff Leverage0.0264Vega