0.05Open0.10Pre Close12 Volume312 Open Interest68.00Strike Price64.00Turnover176.09%IV2.53%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0907Delta0.1365Gamma1327.40Leverage Ratio-2.4976Theta0.0000Rho120.37Eff Leverage0.0011Vega