0.32Open0.22Pre Close2 Volume282 Open Interest105.00Strike Price64.00Turnover27.84%IV7.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1065Delta0.0333Gamma325.63Leverage Ratio-0.0344Theta0.0042Rho34.67Eff Leverage0.0364Vega