0.04Open0.06Pre Close11 Volume148 Open Interest91.00Strike Price85.00Turnover47.17%IV3.05%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0718Delta0.0789Gamma1607.27Leverage Ratio-0.1826Theta0.0001Rho115.46Eff Leverage0.0050Vega