0.02Open0.02Pre Close34 Volume405 Open Interest45.50Strike Price64.00Turnover77.60%IV4.26%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0376Delta0.0815Gamma2910.67Leverage Ratio-0.1209Theta0.0000Rho109.46Eff Leverage0.0011Vega