0.64Open0.50Pre Close1 Volume83 Open Interest28.00Strike Price64.00Turnover46.48%IV1.97%PremiumJul 12, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5093Delta0.2714Gamma44.66Leverage Ratio-0.0642Theta-0.0017Rho-22.74Eff Leverage0.0126Vega