0.25Open0.40Pre Close4 Volume12 Open Interest21.00Strike Price68.00Turnover249.47%IV0.43%PremiumNov 29, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5249Delta0.2738Gamma35.07Leverage Ratio-1.0619Theta0.0001Rho18.41Eff Leverage0.0023Vega