0.05Open0.10Pre Close17 Volume36 Open Interest95.00Strike Price85.00Turnover43.34%IV10.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0218Delta0.0086Gamma2127.00Leverage Ratio-0.0217Theta-0.0004Rho-46.26Eff Leverage0.0073Vega