0.29Open0.45Pre Close4 Volume20 Open Interest520.00Strike Price64.00Turnover31.58%IV6.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0028Gamma3702.27Leverage Ratio-0.0947Theta-0.0012Rho-80.36Eff Leverage0.0302Vega