0.48Open0.67Pre Close832 Volume1.28K Open Interest72.00Strike Price64.04KTurnover26.66%IV0.54%PremiumJul 5, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5616Delta0.2527Gamma97.57Leverage Ratio-0.1509Theta0.0026Rho54.80Eff Leverage0.0231Vega