0.40Open0.49Pre Close2.43K Volume4.16K Open Interest10.50Strike Price84.81KTurnover29.80%IV0.46%PremiumSep 27, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8685Delta0.5982Gamma26.54Leverage Ratio-0.0097Theta0.0011Rho23.05Eff Leverage0.0025Vega