5.70Open7.07Pre Close125 Volume64 Open Interest432.00Strike Price63.98KTurnover14.98%IV0.50%PremiumDec 20, 2024Expiry Date2.69Intrinsic Value100Multiplier3DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.6863Delta0.0596Gamma106.02Leverage Ratio-0.4079Theta0.0246Rho72.76Eff Leverage0.1408Vega