0.02Open0.05Pre Close43 Volume502 Open Interest60.00Strike Price64.00Turnover54.58%IV8.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0234Delta0.0239Gamma2756.50Leverage Ratio-0.0184Theta0.0001Rho64.48Eff Leverage0.0023Vega