0.30Open0.15Pre Close3 Volume32 Open Interest81.00Strike Price85.00Turnover30.70%IV0.93%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3606Delta0.2479Gamma217.36Leverage Ratio-0.2646Theta-0.0010Rho-78.38Eff Leverage0.0184Vega