0.32Open0.49Pre Close2 Volume130 Open Interest45.00Strike Price64.00Turnover33.05%IV10.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1829Delta0.0674Gamma109.09Leverage Ratio-0.0177Theta0.0060Rho19.95Eff Leverage0.0315Vega