0.05Open0.05Pre Close17 Volume357 Open Interest29.00Strike Price84.00Turnover27.45%IV13.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0617Delta0.0632Gamma513.60Leverage Ratio-0.0044Theta0.0011Rho31.71Eff Leverage0.0085Vega