0.05Open0.11Pre Close14 Volume66 Open Interest175.00Strike Price67.00Turnover58.20%IV32.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0015Gamma3315.00Leverage Ratio-0.0114Theta0.0004Rho27.67Eff Leverage0.0058Vega