0.04Open0.02Pre Close21 Volume709 Open Interest100.00Strike Price64.00Turnover65.54%IV15.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0112Delta0.0055Gamma271.61Leverage Ratio-0.0164Theta0.0001Rho3.04Eff Leverage0.0024Vega