0.53Open0.51Pre Close1.31K Volume6.77K Open Interest14.00Strike Price85.66KTurnover43.05%IV0.34%PremiumJul 19, 2024Expiry Date0.55Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9711Delta0.2214Gamma26.22Leverage Ratio-0.0131Theta0.0003Rho25.46Eff Leverage0.0005Vega