0.05Open0.08Pre Close13 Volume110 Open Interest44.50Strike Price64.00Turnover803.11%IV3.03%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0343Delta0.1024Gamma4320.00Leverage Ratio-15.7966Theta0.0000Rho148.32Eff Leverage0.0001Vega