0.09Open0.07Pre Close97 Volume991 Open Interest5.00Strike Price844.00Turnover45.37%IV1.40%PremiumJul 12, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5122Delta2.2547Gamma66.53Leverage Ratio-0.0178Theta-0.0001Rho-34.08Eff Leverage0.0016Vega