0.03Open0.10Pre Close46 Volume507 Open Interest27.00Strike Price84.00Turnover35.43%IV4.32%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0359Delta0.1134Gamma2821.00Leverage Ratio-0.0095Theta0.0000Rho-101.20Eff Leverage0.0015Vega