0.85Open0.55Pre Close1 Volume501 Open Interest26.50Strike Price85.00Turnover51.14%IV1.84%PremiumDec 13, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6380Delta0.3854Gamma43.55Leverage Ratio-0.1057Theta-0.0008Rho-27.79Eff Leverage0.0071Vega