2.60Open2.70Pre Close221 Volume345 Open Interest192.50Strike Price64.32KTurnover22.60%IV0.70%PremiumAug 2, 2024Expiry Date1.00Intrinsic Value100Multiplier4DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5706Delta0.0836Gamma80.80Leverage Ratio-0.2118Theta-0.0116Rho-46.10Eff Leverage0.0821Vega