0.08Open0.10Pre Close8 Volume224 Open Interest67.50Strike Price64.00Turnover46.96%IV11.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0518Delta0.0282Gamma761.00Leverage Ratio-0.0294Theta0.0005Rho39.41Eff Leverage0.0085Vega