0.03Open0.05Pre Close21 Volume413 Open Interest6.00Strike Price63.00Turnover66.77%IV25.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0918Delta0.2205Gamma160.33Leverage Ratio-0.0031Theta0.0002Rho14.72Eff Leverage0.0018Vega