37.00Open27.65Pre Close17 Volume5 Open Interest632.50Strike Price64.40KTurnover2612.12%IV0.29%PremiumDec 27, 2024Expiry Date32.69Intrinsic Value100Multiplier0DDays to Expiry1.72Extrinsic Value100Contract SizeAmericanOptions Type-0.9626Delta0.0046Gamma18.41Leverage Ratio-1444.5963Theta0.0000Rho-17.72Eff Leverage0.0006Vega