0.68Open0.52Pre Close1 Volume681 Open Interest26.50Strike Price68.00Turnover33.25%IV0.17%PremiumDec 6, 2024Expiry Date0.64Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8946Delta0.3530Gamma41.11Leverage Ratio-0.0293Theta0.0008Rho36.78Eff Leverage0.0028Vega