27.11Open22.60Pre Close40 Volume228 Open Interest920.00Strike Price84.88KTurnover28.02%IV0.88%PremiumSep 27, 2024Expiry Date5.55Intrinsic Value100Multiplier4DDays to Expiry8.17Extrinsic Value100Contract SizeAmericanOptions Type0.5948Delta0.0144Gamma66.35Leverage Ratio-1.4963Theta0.0574Rho39.46Eff Leverage0.3711Vega