0.25Open0.37Pre Close3 Volume38 Open Interest67.50Strike Price84.00Turnover31.36%IV11.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1207Delta0.0384Gamma201.93Leverage Ratio-0.0197Theta0.0053Rho24.38Eff Leverage0.0335Vega