0.40Open0.60Pre Close3.66K Volume2.27K Open Interest162.50Strike Price85.26KTurnover37.81%IV5.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0574Delta0.0220Gamma1425.50Leverage Ratio-0.1000Theta-0.0006Rho-81.88Eff Leverage0.0159Vega