0.39Open0.35Pre Close2 Volume177 Open Interest1.50Strike Price84.00Turnover145.09%IV4.55%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7414Delta0.8009Gamma2.44Leverage Ratio-0.0027Theta-0.0007Rho-1.81Eff Leverage0.0009Vega