0.04Open0.11Pre Close22 Volume1.04K Open Interest230.00Strike Price85.00Turnover70.22%IV14.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0016Gamma10080.50Leverage Ratio-0.0196Theta0.0001Rho60.29Eff Leverage0.0026Vega