6.64Open7.22Pre Close108 Volume3.80K Open Interest20.00Strike Price64.01KTurnover277.61%IV0.33%PremiumJan 17, 2025Expiry Date6.22Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9557Delta0.0328Gamma2.21Leverage Ratio-0.0414Theta-0.0009Rho-2.11Eff Leverage0.0010Vega