0.17Open0.08Pre Close3 Volume530 Open Interest85.00Strike Price64.00Turnover45.66%IV8.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.0876Delta0.0360Gamma448.91Leverage Ratio-0.0611Theta0.0010Rho39.35Eff Leverage0.0154Vega