0.45Open0.65Pre Close2 Volume150 Open Interest30.00Strike Price85.00Turnover99.54%IV15.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1458Delta0.0410Gamma77.78Leverage Ratio-0.0675Theta-0.0013Rho-11.34Eff Leverage0.0128Vega