83.50Open88.65Pre Close48 Volume56 Open Interest380.00Strike Price406.53KTurnover106.56%IV1.05%PremiumSep 27, 2024Expiry Date83.61Intrinsic Value100Multiplier3DDays to Expiry4.85Extrinsic Value100Contract SizeAmericanOptions Type0.9846Delta0.0009Gamma5.52Leverage Ratio-0.2528Theta0.0292Rho5.43Eff Leverage0.0159Vega