0.84Open1.17Pre Close1 Volume37 Open Interest3.00Strike Price84.00Turnover266.52%IV0.92%PremiumJul 19, 2024Expiry Date0.82Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8492Delta0.3947Gamma2.53Leverage Ratio-0.0172Theta-0.0002Rho-2.15Eff Leverage0.0005Vega