0.03Open0.05Pre Close29 Volume2.57K Open Interest13.00Strike Price85.00Turnover1694.88%IV10.97%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1130Delta0.2034Gamma235.20Leverage Ratio-10.8927Theta0.0000Rho26.57Eff Leverage0.0001Vega