0.04Open0.11Pre Close21 Volume92 Open Interest27.50Strike Price84.00Turnover54.80%IV7.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.1115Gamma638.33Leverage Ratio-0.0267Theta0.0002Rho49.74Eff Leverage0.0035Vega