0.03Open0.03Pre Close50 Volume0 Open Interest96.50Strike Price84.00Turnover18.93%IV2.14%PremiumSep 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0255Delta0.0577Gamma9860.50Leverage Ratio-0.0100Theta-0.0001Rho-251.61Eff Leverage0.0032Vega