0.64Open0.66Pre Close1 Volume83 Open Interest41.00Strike Price64.00Turnover34.82%IV6.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.3260Delta0.1089Gamma58.12Leverage Ratio-0.0295Theta0.0071Rho18.95Eff Leverage0.0342Vega