0.85Open1.30Pre Close1 Volume355 Open Interest11.00Strike Price85.00Turnover71.01%IV6.85%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier23DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.5598Delta0.1983Gamma13.05Leverage Ratio-0.0177Theta0.0034Rho7.30Eff Leverage0.0111Vega