11.30Open4.00Pre Close116 Volume412 Open Interest125.00Strike Price85.19KTurnover38.64%IV1.61%PremiumNov 15, 2024Expiry Date4.72Intrinsic Value100Multiplier15DDays to Expiry2.09Extrinsic Value100Contract SizeAmericanOptions Type0.7192Delta0.0328Gamma19.36Leverage Ratio-0.1257Theta0.0360Rho13.92Eff Leverage0.0895Vega