2.75Open1.40Pre Close346 Volume415 Open Interest19.00Strike Price85.99KTurnover86.75%IV0.52%PremiumAug 2, 2024Expiry Date2.14Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9508Delta0.0729Gamma9.72Leverage Ratio-0.0277Theta0.0010Rho9.24Eff Leverage0.0016Vega