0.85Open0.60Pre Close1 Volume28 Open Interest15.00Strike Price85.00Turnover74.54%IV2.26%PremiumSep 20, 2024Expiry Date0.50Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.7056Delta0.3406Gamma22.14Leverage Ratio-0.0684Theta0.0008Rho15.62Eff Leverage0.0047Vega