0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover27.36%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1634Delta0.0956Gamma626.49Leverage Ratio-0.1832Theta-0.0010Rho-102.35Eff Leverage0.0233Vega