0.07Open0.07Pre Close9 Volume5.27K Open Interest148.00Strike Price64.00Turnover52.58%IV10.74%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0269Delta0.0090Gamma1910.29Leverage Ratio-0.0479Theta0.0003Rho51.41Eff Leverage0.0082Vega