0.68Open0.52Pre Close1 Volume681 Open Interest26.50Strike Price68.00Turnover33.05%IV0.30%PremiumDec 6, 2024Expiry Date0.60Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9046Delta0.3522Gamma42.68Leverage Ratio-0.0248Theta0.0007Rho38.61Eff Leverage0.0025Vega