0.02Open0.05Pre Close20 Volume202 Open Interest24.00Strike Price85.00Turnover152.97%IV19.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0559Delta0.0515Gamma401.00Leverage Ratio-0.0458Theta0.0001Rho22.42Eff Leverage0.0016Vega