0.70Open0.90Pre Close711 Volume1.11K Open Interest10.00Strike Price64.30KTurnover120.67%IV2.67%PremiumDec 27, 2024Expiry Date0.62Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6731Delta0.3092Gamma11.04Leverage Ratio-0.0562Theta-0.0007Rho-7.43Eff Leverage0.0035Vega