0.10Open0.15Pre Close7 Volume49 Open Interest14.30Strike Price85.00Turnover20.43%IV2.98%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4077Delta0.5527Gamma70.40Leverage Ratio-0.0070Theta0.0033Rho28.70Eff Leverage0.0133Vega