0.27Open0.41Pre Close3 Volume1 Open Interest17.50Strike Price85.00Turnover40.62%IV2.00%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5104Delta0.5333Gamma58.20Leverage Ratio-0.0405Theta0.0010Rho29.70Eff Leverage0.0073Vega