0.35Open0.30Pre Close2 Volume367 Open Interest16.00Strike Price64.00Turnover37.15%IV7.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.3267Delta0.2444Gamma50.67Leverage Ratio-0.0113Theta0.0032Rho16.55Eff Leverage0.0143Vega