0.85Open0.95Pre Close1 Volume26 Open Interest10.50Strike Price85.00Turnover141.70%IV0.71%PremiumAug 23, 2024Expiry Date0.77Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7379Delta0.2648Gamma11.27Leverage Ratio-0.1001Theta0.0004Rho8.32Eff Leverage0.0028Vega