0.03Open0.05Pre Close28 Volume12 Open Interest58.00Strike Price84.00Turnover39.53%IV6.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0337Delta0.0336Gamma2064.83Leverage Ratio-0.0215Theta-0.0002Rho-69.61Eff Leverage0.0042Vega