0.03Open0.60Pre Close27 Volume815 Open Interest42.50Strike Price85.00Turnover85.03%IV32.62%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0214Delta0.0040Gamma571.91Leverage Ratio-0.0149Theta-0.0007Rho-12.23Eff Leverage0.0078Vega