0.10Open0.05Pre Close4 Volume1.30K Open Interest11.00Strike Price85.00Turnover14.46%IV1.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3460Delta1.6904Gamma218.00Leverage Ratio-0.0064Theta0.0007Rho75.43Eff Leverage0.0056Vega