0.06Open0.40Pre Close4 Volume212 Open Interest50.00Strike Price67.00Turnover54.02%IV0.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4317Delta0.4510Gamma181.24Leverage Ratio-0.4618Theta0.0002Rho78.24Eff Leverage0.0063Vega