0.05Open0.04Pre Close23 Volume295 Open Interest5.50Strike Price83.00Turnover167.02%IV27.36%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1132Delta0.2451Gamma108.75Leverage Ratio-0.0168Theta0.0001Rho12.31Eff Leverage0.0009Vega