0.14Open0.49Pre Close6 Volume26 Open Interest55.00Strike Price84.00Turnover19.30%IV8.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1030Delta0.0614Gamma363.07Leverage Ratio-0.0087Theta0.0045Rho37.40Eff Leverage0.0271Vega