0.01Open0.04Pre Close64 Volume714 Open Interest13.00Strike Price64.00Turnover112.11%IV18.38%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0986Gamma439.60Leverage Ratio-0.0170Theta0.0000Rho24.01Eff Leverage0.0011Vega