0.24Open0.70Pre Close4 Volume331 Open Interest86.00Strike Price84.00Turnover41.67%IV4.42%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1195Delta0.0595Gamma448.85Leverage Ratio-0.1076Theta-0.0008Rho-53.64Eff Leverage0.0160Vega