0.03Open0.05Pre Close30 Volume500 Open Interest46.00Strike Price84.00Turnover215.76%IV1.37%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1174Delta0.3793Gamma1553.67Leverage Ratio-5.1936Theta0.0000Rho-182.44Eff Leverage0.0005Vega