5.50Open4.64Pre Close119 Volume253 Open Interest12.00Strike Price84.92KTurnover1952.41%IV1.86%PremiumJul 26, 2024Expiry Date6.84Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8676Delta0.0214Gamma2.45Leverage Ratio-4.0042Theta0.0001Rho2.12Eff Leverage0.0011Vega