0.10Open0.05Pre Close10 Volume932 Open Interest32.50Strike Price84.00Turnover51.40%IV21.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0707Delta0.0404Gamma267.50Leverage Ratio-0.0105Theta0.0011Rho18.91Eff Leverage0.0088Vega