0.85Open0.90Pre Close1 Volume46 Open Interest7.00Strike Price85.00Turnover288.86%IV0.97%PremiumDec 27, 2024Expiry Date0.79Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6585Delta0.2586Gamma5.78Leverage Ratio-0.1240Theta-0.0003Rho-3.80Eff Leverage0.0018Vega