0.04Open0.11Pre Close22 Volume1.04K Open Interest230.00Strike Price85.00Turnover73.83%IV14.57%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0058Delta0.0015Gamma10038.00Leverage Ratio-0.0197Theta0.0001Rho57.91Eff Leverage0.0024Vega