0.83Open1.36Pre Close1 Volume42 Open Interest28.00Strike Price83.00Turnover30.55%IV0.21%PremiumDec 6, 2024Expiry Date0.77Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7942Delta0.3019Gamma32.33Leverage Ratio-0.0352Theta0.0025Rho25.67Eff Leverage0.0088Vega