0.04Open0.11Pre Close22 Volume1.04K Open Interest230.00Strike Price85.00Turnover69.56%IV14.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0016Gamma10072.50Leverage Ratio-0.0196Theta0.0001Rho60.63Eff Leverage0.0026Vega