0.60Open0.85Pre Close867 Volume843 Open Interest102.00Strike Price64.31KTurnover27.21%IV1.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.4376Delta0.1675Gamma134.53Leverage Ratio-0.2001Theta0.0032Rho58.86Eff Leverage0.0341Vega