27.11Open22.60Pre Close40 Volume228 Open Interest920.00Strike Price84.88KTurnover28.34%IV0.88%PremiumSep 27, 2024Expiry Date5.55Intrinsic Value100Multiplier4DDays to Expiry8.17Extrinsic Value100Contract SizeAmericanOptions Type0.5946Delta0.0144Gamma66.35Leverage Ratio-1.5310Theta0.0562Rho39.45Eff Leverage0.3672Vega