0.32Open0.22Pre Close2 Volume282 Open Interest105.00Strike Price64.00Turnover30.49%IV8.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1146Delta0.0329Gamma304.06Leverage Ratio-0.0405Theta0.0043Rho34.85Eff Leverage0.0373Vega