0.02Open0.06Pre Close27 Volume351 Open Interest175.00Strike Price64.00Turnover270.76%IV46.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0008Delta0.0000Gamma21634.30Leverage Ratio-0.0149Theta0.0000Rho-17.09Eff Leverage0.0007Vega