0.08Open0.28Pre Close8 Volume19 Open Interest342.50Strike Price64.00Turnover50.63%IV8.16%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0679Delta0.0081Gamma666.82Leverage Ratio-0.2560Theta0.0022Rho45.26Eff Leverage0.0420Vega