0.65Open0.90Pre Close1 Volume21 Open Interest31.00Strike Price65.00Turnover22.28%IV1.61%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier10DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5725Delta0.3461Gamma56.64Leverage Ratio-0.0255Theta0.0046Rho32.42Eff Leverage0.0200Vega