0.85Open1.75Pre Close1 Volume7 Open Interest830.00Strike Price85.00Turnover42.88%IV7.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.0710Delta0.0027Gamma561.29Leverage Ratio-0.5208Theta-0.0100Rho-39.88Eff Leverage0.1572Vega