0.85Open0.70Pre Close1 Volume52 Open Interest51.00Strike Price85.00Turnover28.23%IV0.48%PremiumDec 27, 2024Expiry Date0.61Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7362Delta0.3514Gamma67.19Leverage Ratio-0.1015Theta-0.0014Rho-49.46Eff Leverage0.0108Vega