0.20Open0.20Pre Close7 Volume112 Open Interest177.50Strike Price85.00Turnover40.30%IV6.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0497Delta0.0168Gamma1336.76Leverage Ratio-0.0860Theta0.0007Rho66.38Eff Leverage0.0156Vega