0.05Open0.41Pre Close13 Volume95 Open Interest95.00Strike Price64.00Turnover52.19%IV42.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0039Delta0.0013Gamma6670.00Leverage Ratio-0.0021Theta0.0002Rho26.05Eff Leverage0.0019Vega