6.85Open5.98Pre Close116 Volume277 Open Interest530.00Strike Price64.61KTurnover32.18%IV0.33%PremiumDec 13, 2024Expiry Date2.41Intrinsic Value100Multiplier0DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.6513Delta0.0579Gamma134.79Leverage Ratio-2.4200Theta0.0048Rho87.79Eff Leverage0.0735Vega