58.47Open56.10Pre Close11 Volume2 Open Interest160.00Strike Price64.11KTurnover218.80%IV0.08%PremiumJul 26, 2024Expiry Date58.33Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9951Delta0.0005Gamma3.74Leverage Ratio-0.0663Theta0.0051Rho3.72Eff Leverage0.0018Vega