0.21Open0.30Pre Close3 Volume186 Open Interest67.50Strike Price67.00Turnover15.79%IV5.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1474Delta0.0860Gamma321.85Leverage Ratio-0.0132Theta0.0065Rho47.45Eff Leverage0.0390Vega