0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover29.93%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1578Delta0.0958Gamma671.24Leverage Ratio-0.2014Theta-0.0008Rho-105.94Eff Leverage0.0203Vega