0.08Open0.28Pre Close8 Volume19 Open Interest342.50Strike Price64.00Turnover51.20%IV8.16%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0679Delta0.0081Gamma666.82Leverage Ratio-0.2609Theta0.0021Rho45.26Eff Leverage0.0416Vega