0.15Open0.22Pre Close6 Volume57 Open Interest75.00Strike Price85.00Turnover53.49%IV8.29%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0710Delta0.0282Gamma526.39Leverage Ratio-0.0678Theta-0.0007Rho-37.38Eff Leverage0.0122Vega