0.03Open0.11Pre Close11 Volume19 Open Interest110.50Strike Price63.00Turnover10.76%IV1.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1073Delta0.1457Gamma1674.46Leverage Ratio-0.0274Theta0.0014Rho179.62Eff Leverage0.0217Vega