0.03Open0.11Pre Close23 Volume125 Open Interest133.00Strike Price84.00Turnover29.09%IV5.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0212Gamma2094.83Leverage Ratio-0.0336Theta0.0006Rho80.46Eff Leverage0.0113Vega