0.09Open0.06Pre Close14 Volume67 Open Interest90.00Strike Price64.00Turnover27.10%IV0.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0883Delta0.6527Gamma9033.00Leverage Ratio-0.5227Theta0.0000Rho-797.50Eff Leverage0.0014Vega