0.85Open1.20Pre Close1 Volume58 Open Interest39.00Strike Price85.00Turnover31.18%IV0.35%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier5DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6979Delta0.2352Gamma38.74Leverage Ratio-0.0546Theta0.0038Rho27.04Eff Leverage0.0166Vega