0.04Open0.09Pre Close11 Volume34 Open Interest21.50Strike Price64.00Turnover56.85%IV8.53%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0703Delta0.0954Gamma520.89Leverage Ratio-0.0212Theta-0.0002Rho-36.61Eff Leverage0.0033Vega