0.21Open0.35Pre Close4 Volume14 Open Interest138.50Strike Price84.00Turnover25.37%IV1.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1632Delta0.0954Gamma626.49Leverage Ratio-0.1603Theta-0.0011Rho-102.26Eff Leverage0.0251Vega