0.90Open4.10Pre Close2.38K Volume3.83K Open Interest442.50Strike Price63.60KTurnover36.73%IV5.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0062Gamma2265.16Leverage Ratio-0.1460Theta0.0010Rho80.35Eff Leverage0.0267Vega