0.42Open0.75Pre Close2 Volume136 Open Interest95.00Strike Price84.00Turnover37.13%IV5.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1776Delta0.0542Gamma200.51Leverage Ratio-0.0850Theta0.0032Rho35.61Eff Leverage0.0337Vega