0.04Open0.13Pre Close28 Volume122 Open Interest16.00Strike Price64.00Turnover345.79%IV5.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0766Delta0.2441Gamma757.00Leverage Ratio-0.8872Theta0.0000Rho58.01Eff Leverage0.0002Vega