0.06Open0.20Pre Close31 Volume596 Open Interest23.50Strike Price67.00Turnover46.14%IV3.41%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0753Delta0.2418Gamma1216.00Leverage Ratio-0.0403Theta0.0000Rho-91.54Eff Leverage0.0018Vega