0.85Open0.85Pre Close1 Volume12 Open Interest90.00Strike Price85.00Turnover20.25%IV3.67%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.3148Delta0.0853Gamma106.22Leverage Ratio-0.0406Theta0.0147Rho33.43Eff Leverage0.0730Vega