0.03Open0.05Pre Close25 Volume9 Open Interest68.00Strike Price84.00Turnover75.10%IV8.41%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1614Delta0.0503Gamma156.90Leverage Ratio-0.1522Theta0.0010Rho25.32Eff Leverage0.0159Vega