0.35Open0.25Pre Close5.01K Volume1.46K Open Interest5610.00Strike Price85.70KTurnover44.21%IV2.03%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0038Delta0.0003Gamma109973.60Leverage Ratio-2.1074Theta0.0001Rho414.66Eff Leverage0.0110Vega