0.40Open0.30Pre Close3 Volume36 Open Interest110.00Strike Price85.00Turnover48.56%IV27.65%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0357Delta0.0071Gamma575.53Leverage Ratio-0.0170Theta0.0020Rho20.56Eff Leverage0.0179Vega