0.20Open0.16Pre Close4.91K Volume12.77K Open Interest11.00Strike Price83.35KTurnover55.08%IV0.18%PremiumNov 29, 2024Expiry Date0.10Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7634Delta2.1778Gamma92.50Leverage Ratio-0.1139Theta0.0000Rho70.61Eff Leverage0.0008Vega