0.85Open2.10Pre Close1 Volume485 Open Interest17.00Strike Price85.00Turnover112.07%IV5.89%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4436Delta0.1828Gamma22.14Leverage Ratio-0.0972Theta-0.0010Rho-9.82Eff Leverage0.0076Vega