0.85Open1.20Pre Close1 Volume58 Open Interest39.00Strike Price85.00Turnover30.14%IV0.35%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier5DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6987Delta0.2354Gamma38.74Leverage Ratio-0.0511Theta0.0041Rho27.07Eff Leverage0.0171Vega