0.35Open0.25Pre Close5.01K Volume1.46K Open Interest5610.00Strike Price85.70KTurnover43.52%IV2.15%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0038Delta0.0003Gamma109844.80Leverage Ratio-2.0478Theta0.0001Rho414.80Eff Leverage0.0111Vega