0.04Open0.10Pre Close10 Volume11 Open Interest255.00Strike Price64.00Turnover656.88%IV13.28%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0109Delta0.0016Gamma4199.57Leverage Ratio-7.1040Theta0.0000Rho-45.63Eff Leverage0.0008Vega