0.04Open0.03Pre Close21 Volume497 Open Interest43.50Strike Price85.00Turnover26.76%IV3.84%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0532Delta0.0983Gamma1808.20Leverage Ratio-0.0164Theta-0.0002Rho-96.23Eff Leverage0.0045Vega