0.85Open1.35Pre Close1 Volume233 Open Interest25.00Strike Price85.00Turnover29.45%IV4.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.4353Delta0.2729Gamma54.82Leverage Ratio-0.0215Theta0.0041Rho23.87Eff Leverage0.0193Vega