0.04Open0.03Pre Close21 Volume497 Open Interest43.50Strike Price85.00Turnover27.00%IV3.57%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0636Delta0.1161Gamma1502.67Leverage Ratio-0.0199Theta-0.0002Rho-95.60Eff Leverage0.0050Vega