0.10Open0.12Pre Close6 Volume39 Open Interest4.00Strike Price63.00Turnover79.05%IV11.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.3245Delta0.7099Gamma37.20Leverage Ratio-0.0087Theta0.0003Rho12.07Eff Leverage0.0023Vega