3.45Open2.17Pre Close205 Volume594 Open Interest141.00Strike Price64.76KTurnover46.80%IV0.98%PremiumDec 6, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type0.5478Delta0.0802Gamma59.02Leverage Ratio-0.5707Theta0.0042Rho32.33Eff Leverage0.0418Vega