0.04Open0.30Pre Close16 Volume110 Open Interest58.00Strike Price64.00Turnover473.04%IV0.96%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1519Delta0.4654Gamma1463.00Leverage Ratio-48.7388Theta0.0000Rho-222.19Eff Leverage0.0003Vega