0.85Open1.30Pre Close1 Volume751 Open Interest40.00Strike Price85.00Turnover36.60%IV1.42%PremiumDec 20, 2024Expiry Date0.28Intrinsic Value100Multiplier5DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.5784Delta0.2262Gamma47.39Leverage Ratio-0.0737Theta0.0031Rho27.41Eff Leverage0.0185Vega