0.25Open0.13Pre Close4 Volume55 Open Interest485.00Strike Price85.00Turnover22.09%IV2.02%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0493Delta0.0169Gamma3958.24Leverage Ratio-0.1250Theta-0.0007Rho-195.17Eff Leverage0.0279Vega
JonSnow : Statistical proof?