0.05Open0.08Pre Close8 Volume81 Open Interest277.50Strike Price84.00Turnover41.08%IV9.26%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0043Gamma3629.71Leverage Ratio-0.0490Theta0.0005Rho67.05Eff Leverage0.0116Vega