0.85Open0.90Pre Close1 Volume31 Open Interest36.00Strike Price85.00Turnover21.01%IV1.77%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier32DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.5109Delta0.1835Gamma38.69Leverage Ratio-0.0117Theta-0.0135Rho-19.76Eff Leverage0.0422Vega