0.85Open1.60Pre Close1 Volume5 Open Interest6.00Strike Price85.00Turnover218.03%IV0.96%PremiumOct 18, 2024Expiry Date0.80Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8478Delta0.3463Gamma6.12Leverage Ratio-0.0486Theta-0.0002Rho-5.19Eff Leverage0.0007Vega