0.04Open0.11Pre Close21 Volume92 Open Interest27.50Strike Price84.00Turnover54.28%IV8.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0711Delta0.1052Gamma637.00Leverage Ratio-0.0243Theta0.0002Rho45.32Eff Leverage0.0032Vega