0.03Open0.03Pre Close21 Volume2.07K Open Interest10.00Strike Price64.00Turnover95.23%IV18.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0893Delta0.1591Gamma211.00Leverage Ratio-0.0135Theta0.0001Rho18.85Eff Leverage0.0017Vega