0.04Open0.03Pre Close42 Volume844 Open Interest13.00Strike Price85.00Turnover69.45%IV13.41%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0647Delta0.1385Gamma459.20Leverage Ratio-0.0111Theta0.0001Rho29.73Eff Leverage0.0017Vega