11.15Open9.40Pre Close62 Volume54 Open Interest129.00Strike Price83.93KTurnover49.05%IV0.45%PremiumDec 6, 2024Expiry Date12.46Intrinsic Value100Multiplier4DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9665Delta0.0102Gamma11.14Leverage Ratio-0.0719Theta0.0137Rho10.77Eff Leverage0.0111Vega