0.15Open0.35Pre Close4 Volume13 Open Interest43.00Strike Price64.00Turnover39.70%IV3.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2106Delta0.1935Gamma238.51Leverage Ratio-0.0752Theta0.0007Rho50.24Eff Leverage0.0108Vega