0.23Open0.80Pre Close3 Volume13 Open Interest30.00Strike Price64.00Turnover68.45%IV5.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2317Delta0.1777Gamma127.33Leverage Ratio-0.0974Theta0.0005Rho29.50Eff Leverage0.0076Vega