6.15Open6.23Pre Close116 Volume288 Open Interest605.00Strike Price85.85KTurnover21.34%IV0.19%PremiumDec 6, 2024Expiry Date6.29Intrinsic Value100Multiplier2DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7454Delta0.0351Gamma79.04Leverage Ratio-0.7819Theta-0.0202Rho-58.91Eff Leverage0.1385Vega