0.64Open0.64Pre Close1 Volume0 Open Interest93.50Strike Price64.00Turnover11.52%IV0.10%PremiumJul 24, 2024Expiry Date0.55Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7940Delta0.4291Gamma151.14Leverage Ratio-0.0554Theta-0.0024Rho-120.01Eff Leverage0.0170Vega