0.55Open1.91Pre Close1.37K Volume1.35K Open Interest10.00Strike Price83.88KTurnover56.03%IV1.77%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6735Delta0.4847Gamma18.32Leverage Ratio-0.0188Theta-0.0012Rho-12.34Eff Leverage0.0048Vega