0.02Open0.06Pre Close27 Volume351 Open Interest175.00Strike Price64.00Turnover272.25%IV46.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0008Delta0.0000Gamma21649.33Leverage Ratio-0.0149Theta0.0000Rho-16.97Eff Leverage0.0007Vega