11.15Open9.40Pre Close62 Volume54 Open Interest129.00Strike Price83.93KTurnover50.76%IV0.39%PremiumDec 6, 2024Expiry Date12.55Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.9632Delta0.0107Gamma11.15Leverage Ratio-0.0794Theta0.0137Rho10.73Eff Leverage0.0120Vega