0.16Open0.21Pre Close4 Volume72 Open Interest40.00Strike Price64.00Turnover24.85%IV2.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3317Delta0.2064Gamma104.35Leverage Ratio-0.0287Theta0.0041Rho34.61Eff Leverage0.0257Vega