0.25Open0.19Pre Close4 Volume38 Open Interest68.00Strike Price85.00Turnover15.70%IV6.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1352Delta0.0727Gamma321.45Leverage Ratio-0.0111Theta0.0074Rho43.45Eff Leverage0.0413Vega