0.04Open0.10Pre Close17 Volume526 Open Interest84.00Strike Price63.00Turnover62.20%IV6.66%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0304Delta0.0267Gamma2626.17Leverage Ratio-0.0300Theta0.0001Rho79.82Eff Leverage0.0028Vega