0.30Open0.66Pre Close1.32K Volume2.63K Open Interest15.00Strike Price63.60KTurnover145.79%IV1.08%PremiumDec 6, 2024Expiry Date0.65Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7407Delta0.2927Gamma16.41Leverage Ratio-0.1650Theta-0.0003Rho-12.15Eff Leverage0.0025Vega