0.85Open1.03Pre Close1 Volume145 Open Interest22.50Strike Price85.00Turnover92.29%IV1.97%PremiumNov 8, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6002Delta0.2346Gamma25.44Leverage Ratio-0.1644Theta0.0008Rho15.27Eff Leverage0.0069Vega