0.10Open0.20Pre Close12 Volume153 Open Interest125.00Strike Price84.00Turnover19.98%IV11.02%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0510Delta0.0156Gamma805.14Leverage Ratio-0.0115Theta0.0050Rho41.05Eff Leverage0.0351Vega