0.04Open0.13Pre Close50 Volume711 Open Interest116.00Strike Price84.00Turnover120.04%IV2.54%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0200Delta0.0353Gamma11314.00Leverage Ratio-0.8175Theta0.0000Rho225.84Eff Leverage0.0006Vega