0.85Open0.01Pre Close1 Volume380 Open Interest210.00Strike Price85.00Turnover28.93%IV11.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.0745Delta0.0108Gamma444.96Leverage Ratio-0.0450Theta0.0078Rho33.17Eff Leverage0.0637Vega