0.25Open0.55Pre Close3 Volume789 Open Interest30.00Strike Price85.00Turnover35.72%IV2.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3701Delta0.2822Gamma86.83Leverage Ratio-0.0460Theta-0.0016Rho-32.14Eff Leverage0.0142Vega