0.48Open1.21Pre Close3 Volume33 Open Interest79.50Strike Price85.00Turnover16.76%IV0.12%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6338Delta1.4842Gamma662.96Leverage Ratio-0.3760Theta0.0002Rho420.18Eff Leverage0.0057Vega