0.03Open0.02Pre Close19 Volume931 Open Interest73.00Strike Price64.00Turnover42.77%IV7.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0248Delta0.0184Gamma2628.00Leverage Ratio-0.0218Theta-0.0002Rho-65.30Eff Leverage0.0043Vega