0.10Open0.30Pre Close14 Volume1.05K Open Interest60.00Strike Price85.00Turnover44.22%IV2.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1389Delta0.1937Gamma734.13Leverage Ratio-0.1787Theta0.0002Rho101.94Eff Leverage0.0057Vega