0.05Open0.09Pre Close21 Volume633 Open Interest9.00Strike Price85.00Turnover113.12%IV41.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0707Delta0.0975Gamma159.25Leverage Ratio-0.0068Theta0.0002Rho11.26Eff Leverage0.0017Vega