0.68Open0.52Pre Close1 Volume681 Open Interest26.50Strike Price68.00Turnover35.12%IV0.20%PremiumDec 6, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8817Delta0.3684Gamma41.10Leverage Ratio-0.0345Theta0.0007Rho36.24Eff Leverage0.0030Vega