0.09Open0.05Pre Close12 Volume1.32K Open Interest32.50Strike Price64.00Turnover39.32%IV7.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0987Gamma605.60Leverage Ratio-0.0183Theta0.0003Rho46.76Eff Leverage0.0054Vega