0.85Open2.05Pre Close1 Volume171 Open Interest62.00Strike Price85.00Turnover43.97%IV0.35%PremiumDec 13, 2024Expiry Date0.63Intrinsic Value100Multiplier0DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7354Delta0.3191Gamma78.29Leverage Ratio-0.3422Theta0.0006Rho57.57Eff Leverage0.0076Vega