0.24Open0.15Pre Close3 Volume10 Open Interest17.50Strike Price64.00Turnover57.22%IV15.03%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1354Delta0.0709Gamma90.49Leverage Ratio-0.0128Theta-0.0019Rho-12.25Eff Leverage0.0117Vega