0.08Open0.40Pre Close16 Volume117 Open Interest207.50Strike Price64.00Turnover520.07%IV8.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0073Delta0.0024Gamma11337.00Leverage Ratio-4.0732Theta0.0000Rho-82.49Eff Leverage0.0003Vega