0.32Open0.75Pre Close2 Volume169 Open Interest85.00Strike Price64.00Turnover28.05%IV3.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2008Delta0.0968Gamma257.56Leverage Ratio-0.0732Theta0.0026Rho51.71Eff Leverage0.0290Vega