0.37Open0.03Pre Close14 Volume251 Open Interest56.00Strike Price64.00Turnover51.15%IV4.45%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0560Delta0.0760Gamma1532.65Leverage Ratio-0.0350Theta0.0001Rho85.82Eff Leverage0.0033Vega