0.85Open0.87Pre Close1 Volume112 Open Interest29.00Strike Price85.00Turnover105.55%IV23.69%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.1458Delta0.0235Gamma44.72Leverage Ratio-0.0483Theta-0.0036Rho-6.52Eff Leverage0.0211Vega