0.30Open0.31Pre Close4.26K Volume5.86K Open Interest10.50Strike Price85.65KTurnover80.06%IV1.92%PremiumOct 11, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5403Delta0.6648Gamma37.21Leverage Ratio-0.0743Theta-0.0003Rho-20.11Eff Leverage0.0030Vega