0.40Open0.60Pre Close3.66K Volume2.27K Open Interest162.50Strike Price85.26KTurnover36.45%IV4.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0711Delta0.0271Gamma1362.24Leverage Ratio-0.1182Theta-0.0007Rho-96.90Eff Leverage0.0187Vega