0.04Open0.05Pre Close11 Volume194 Open Interest44.00Strike Price64.00Turnover114.98%IV5.28%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1201Delta0.1163Gamma418.90Leverage Ratio-0.3657Theta0.0001Rho50.33Eff Leverage0.0030Vega