0.09Open0.17Pre Close8 Volume942 Open Interest35.00Strike Price64.00Turnover23.84%IV9.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0844Delta0.0778Gamma426.27Leverage Ratio-0.0064Theta0.0018Rho35.98Eff Leverage0.0129Vega