0.03Open0.05Pre Close28 Volume12 Open Interest58.00Strike Price84.00Turnover43.84%IV6.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0338Delta0.0338Gamma2062.67Leverage Ratio-0.0247Theta-0.0001Rho-69.72Eff Leverage0.0038Vega