0.40Open0.17Pre Close1.15K Volume3.74K Open Interest157.50Strike Price64.22KTurnover28.39%IV1.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1959Delta0.0855Gamma451.21Leverage Ratio-0.2432Theta-0.0015Rho-88.40Eff Leverage0.0315Vega