0.32Open0.22Pre Close2 Volume282 Open Interest105.00Strike Price64.00Turnover28.30%IV8.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.0986Delta0.0316Gamma389.20Leverage Ratio-0.0334Theta0.0037Rho38.38Eff Leverage0.0337Vega