0.85Open0.60Pre Close1 Volume83 Open Interest5.00Strike Price85.00Turnover72.63%IV9.35%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6860Delta0.3737Gamma9.30Leverage Ratio-0.0082Theta0.0018Rho6.38Eff Leverage0.0046Vega