0.20Open0.23Pre Close12 Volume969 Open Interest24.50Strike Price84.00Turnover57.72%IV6.00%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0966Delta0.1696Gamma514.44Leverage Ratio-0.0353Theta0.0001Rho49.70Eff Leverage0.0030Vega