0.65Open0.45Pre Close1 Volume44 Open Interest16.00Strike Price65.00Turnover37.33%IV1.77%PremiumJul 19, 2024Expiry Date0.36Intrinsic Value100Multiplier15DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6382Delta0.2940Gamma22.57Leverage Ratio-0.0166Theta0.0042Rho14.40Eff Leverage0.0128Vega