0.05Open1.05Pre Close13 Volume89 Open Interest23.00Strike Price64.00Turnover653.87%IV2.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1941Delta0.4867Gamma375.00Leverage Ratio-14.5089Theta0.0000Rho72.80Eff Leverage0.0002Vega