5.70Open7.07Pre Close127 Volume64 Open Interest432.00Strike Price64.79KTurnover15.08%IV0.28%PremiumDec 20, 2024Expiry Date2.83Intrinsic Value100Multiplier3DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type0.7339Delta0.0549Gamma102.92Leverage Ratio-0.3821Theta0.0261Rho75.54Eff Leverage0.1299Vega