0.11Open0.06Pre Close6 Volume78 Open Interest43.50Strike Price63.00Turnover46.34%IV6.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0868Delta0.0645Gamma466.30Leverage Ratio-0.0387Theta-0.0005Rho-40.46Eff Leverage0.0084Vega