0.05Open0.07Pre Close15 Volume239 Open Interest200.00Strike Price64.00Turnover32.44%IV5.47%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0112Gamma4214.67Leverage Ratio-0.0392Theta0.0003Rho101.26Eff Leverage0.0088Vega