10.60Open9.93Pre Close60 Volume16 Open Interest14.50Strike Price63.96KTurnover1172.24%IV4.65%PremiumJul 5, 2024Expiry Date9.60Intrinsic Value100Multiplier0DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.8952Delta0.0148Gamma2.32Leverage Ratio-1.6251Theta0.0002Rho2.08Eff Leverage0.0019Vega