0.05Open0.56Pre Close15 Volume180 Open Interest48.50Strike Price64.00Turnover621.93%IV8.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0223Delta0.0223Gamma2651.00Leverage Ratio-3.0683Theta0.0000Rho-59.00Eff Leverage0.0002Vega