0.60Open3.60Pre Close2 Volume2 Open Interest67.50Strike Price64.00Turnover633.71%IV0.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1596Delta0.5077Gamma1676.75Leverage Ratio-125.3411Theta0.0000Rho267.54Eff Leverage0.0002Vega