0.01Open0.03Pre Close25 Volume138 Open Interest68.00Strike Price85.00Turnover72.94%IV4.04%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0648Delta0.0657Gamma1287.82Leverage Ratio-0.2316Theta-0.0001Rho-83.43Eff Leverage0.0033Vega