0.85Open0.95Pre Close1 Volume240 Open Interest9.00Strike Price85.00Turnover291.89%IV61.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4005Delta0.0957Gamma7.41Leverage Ratio-0.0423Theta0.0008Rho2.97Eff Leverage0.0053Vega