40.50Open16.80Pre Close21 Volume9 Open Interest5160.00Strike Price85.83KTurnover24.70%IV0.78%PremiumDec 20, 2024Expiry Date7.87Intrinsic Value100Multiplier3DDays to Expiry40.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5140Delta0.0032Gamma96.94Leverage Ratio-7.3103Theta-0.2382Rho-49.82Eff Leverage2.0284Vega