0.04Open0.04Pre Close13 Volume0 Open Interest65.00Strike Price64.00Turnover153.00%IV36.77%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0070Gamma951.20Leverage Ratio-0.0372Theta0.0001Rho19.34Eff Leverage0.0023Vega