2.65Open2.99Pre Close343 Volume862 Open Interest19.00Strike Price84.48KTurnover67.56%IV2.09%PremiumOct 18, 2024Expiry Date2.06Intrinsic Value100Multiplier16DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.7920Delta0.0962Gamma8.51Leverage Ratio-0.0288Theta0.0062Rho6.74Eff Leverage0.0126Vega