0.32Open0.22Pre Close2 Volume282 Open Interest105.00Strike Price64.00Turnover27.26%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1082Delta0.0344Gamma431.80Leverage Ratio-0.0342Theta0.0042Rho46.73Eff Leverage0.0368Vega