0.15Open0.04Pre Close4 Volume16 Open Interest37.50Strike Price64.00Turnover73.84%IV9.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1036Delta0.0541Gamma243.24Leverage Ratio-0.0661Theta-0.0005Rho-25.19Eff Leverage0.0081Vega