0.63Open0.51Pre Close1.32K Volume20.59K Open Interest16.00Strike Price64.12KTurnover49.87%IV1.33%PremiumJul 19, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6069Delta0.4328Gamma33.45Leverage Ratio-0.0424Theta0.0011Rho20.30Eff Leverage0.0069Vega