0.01Open0.06Pre Close64 Volume43 Open Interest16.00Strike Price64.00Turnover96.65%IV19.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0136Delta0.0172Gamma1992.50Leverage Ratio-0.0067Theta0.0000Rho-27.17Eff Leverage0.0007Vega