6.15Open6.23Pre Close116 Volume281 Open Interest605.00Strike Price85.85KTurnover23.96%IV0.19%PremiumDec 6, 2024Expiry Date6.29Intrinsic Value100Multiplier1DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7615Delta0.0362Gamma80.80Leverage Ratio-1.0056Theta-0.0145Rho-61.52Eff Leverage0.1114Vega