0.15Open0.30Pre Close6 Volume7 Open Interest17.50Strike Price85.00Turnover50.10%IV15.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0831Delta0.0611Gamma205.10Leverage Ratio-0.0085Theta-0.0010Rho-17.04Eff Leverage0.0076Vega