106.99Open103.30Pre Close6 Volume652 Open Interest820.00Strike Price63.88KTurnover62.44%IV0.11%PremiumDec 20, 2024Expiry Date102.95Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.9798Delta0.0009Gamma8.89Leverage Ratio-0.4027Theta0.0695Rho8.71Eff Leverage0.0419Vega