0.15Open0.16Pre Close5 Volume11 Open Interest74.00Strike Price85.00Turnover294.73%IV0.19%PremiumOct 18, 2024Expiry Date0.16Intrinsic Value100Multiplier-1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6160Delta0.7864Gamma268.51Leverage Ratio-52.2577Theta0.0000Rho-165.39Eff Leverage0.0006Vega