0.85Open1.15Pre Close1 Volume37 Open Interest7.00Strike Price85.00Turnover73.52%IV0.38%PremiumJul 19, 2024Expiry Date0.82Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8305Delta0.2569Gamma8.45Leverage Ratio-0.0125Theta0.0016Rho7.02Eff Leverage0.0034Vega