0.10Open0.40Pre Close4 Volume243 Open Interest130.00Strike Price64.00Turnover22.93%IV3.87%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.0750Delta0.0385Gamma1080.40Leverage Ratio-0.0466Theta-0.0013Rho-81.06Eff Leverage0.0227Vega