0.32Open0.22Pre Close2 Volume282 Open Interest105.00Strike Price64.00Turnover28.09%IV8.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.0986Delta0.0316Gamma389.20Leverage Ratio-0.0329Theta0.0038Rho38.39Eff Leverage0.0340Vega