0.22Open0.22Pre Close3 Volume223 Open Interest16.00Strike Price64.00Turnover38.06%IV7.35%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2821Delta0.2515Gamma67.11Leverage Ratio-0.0120Theta0.0022Rho18.93Eff Leverage0.0119Vega