6.50Open7.90Pre Close121 Volume1.75K Open Interest47.50Strike Price84.65KTurnover67.21%IV0.81%PremiumSep 20, 2024Expiry Date6.67Intrinsic Value100Multiplier6DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.9640Delta0.0273Gamma6.09Leverage Ratio-0.0172Theta-0.0038Rho-5.87Eff Leverage0.0040Vega