0.04Open0.02Pre Close21 Volume709 Open Interest100.00Strike Price64.00Turnover85.33%IV15.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0314Delta0.0105Gamma1078.13Leverage Ratio-0.0596Theta0.0002Rho33.88Eff Leverage0.0056Vega