0.30Open0.25Pre Close3 Volume404 Open Interest5.00Strike Price85.00Turnover89.76%IV6.49%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4781Delta0.6907Gamma24.65Leverage Ratio-0.0196Theta0.0004Rho11.78Eff Leverage0.0026Vega