0.85Open2.05Pre Close1 Volume171 Open Interest62.00Strike Price85.00Turnover35.74%IV0.35%PremiumDec 13, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7369Delta0.3196Gamma78.29Leverage Ratio-0.2282Theta0.0009Rho57.69Eff Leverage0.0093Vega