0.04Open0.06Pre Close11 Volume148 Open Interest91.00Strike Price85.00Turnover75.72%IV3.05%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1046Delta0.0898Gamma884.00Leverage Ratio-0.5428Theta0.0001Rho92.48Eff Leverage0.0048Vega