6.87Open8.88Pre Close55 Volume699 Open Interest197.50Strike Price63.52KTurnover56.97%IV0.11%PremiumOct 18, 2024Expiry Date12.91Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.9527Delta0.0140Gamma14.17Leverage Ratio-0.1135Theta-0.0065Rho-13.50Eff Leverage0.0128Vega