0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover29.96%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1635Delta0.0957Gamma626.49Leverage Ratio-0.2094Theta-0.0008Rho-102.45Eff Leverage0.0212Vega