0.33Open0.44Pre Close2 Volume290 Open Interest85.00Strike Price64.00Turnover25.73%IV7.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.1062Delta0.0320Gamma305.03Leverage Ratio-0.0231Theta-0.0053Rho-32.38Eff Leverage0.0408Vega