0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover28.68%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1635Delta0.0956Gamma626.49Leverage Ratio-0.1973Theta-0.0009Rho-102.40Eff Leverage0.0222Vega