0.02Open0.06Pre Close27 Volume351 Open Interest175.00Strike Price64.00Turnover268.52%IV45.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0008Delta0.0000Gamma21522.00Leverage Ratio-0.0149Theta0.0000Rho-17.16Eff Leverage0.0007Vega