0.20Open0.20Pre Close7 Volume112 Open Interest177.50Strike Price85.00Turnover39.66%IV6.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.0172Gamma1334.80Leverage Ratio-0.0856Theta0.0007Rho67.03Eff Leverage0.0157Vega