0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover26.87%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1633Delta0.0955Gamma626.49Leverage Ratio-0.1776Theta-0.0010Rho-102.33Eff Leverage0.0237Vega