0.03Open0.04Pre Close25 Volume289 Open Interest90.00Strike Price64.00Turnover68.43%IV14.55%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0041Gamma3509.67Leverage Ratio-0.0213Theta-0.0001Rho-40.38Eff Leverage0.0033Vega