0.20Open0.20Pre Close7 Volume112 Open Interest177.50Strike Price85.00Turnover43.74%IV6.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0482Delta0.0165Gamma1391.08Leverage Ratio-0.0940Theta0.0005Rho67.10Eff Leverage0.0139Vega