0.05Open0.75Pre Close7 Volume26 Open Interest445.00Strike Price85.00Turnover196.30%IV4.05%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0180Delta0.0048Gamma7728.83Leverage Ratio-5.0077Theta0.0000Rho-138.84Eff Leverage0.0021Vega