6.85Open5.98Pre Close116 Volume277 Open Interest530.00Strike Price64.61KTurnover35.30%IV0.33%PremiumDec 13, 2024Expiry Date2.41Intrinsic Value100Multiplier0DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.6508Delta0.0578Gamma134.79Leverage Ratio-2.9010Theta0.0040Rho87.72Eff Leverage0.0671Vega