0.85Open1.19Pre Close1 Volume57 Open Interest30.00Strike Price85.00Turnover23.65%IV2.97%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.5269Delta0.2141Gamma38.66Leverage Ratio-0.0170Theta0.0103Rho20.37Eff Leverage0.0313Vega