0.06Open0.10Pre Close15 Volume11 Open Interest10.00Strike Price85.00Turnover77.59%IV29.64%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0975Delta0.1226Gamma129.33Leverage Ratio-0.0061Theta0.0004Rho12.61Eff Leverage0.0031Vega