0.85Open1.19Pre Close1 Volume93 Open Interest20.00Strike Price85.00Turnover28.32%IV2.49%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier22DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5773Delta0.2883Gamma27.09Leverage Ratio-0.0109Theta-0.0062Rho-15.64Eff Leverage0.0190Vega