0.17Open0.15Pre Close5 Volume139 Open Interest92.50Strike Price85.00Turnover41.45%IV5.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1094Delta0.0447Gamma432.84Leverage Ratio-0.0948Theta-0.0011Rho-47.34Eff Leverage0.0189Vega