0.28Open0.57Pre Close3 Volume98 Open Interest77.50Strike Price84.00Turnover23.91%IV4.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.2085Delta0.0827Gamma185.98Leverage Ratio-0.0381Theta0.0058Rho38.78Eff Leverage0.0417Vega