6.50Open6.30Pre Close104 Volume112 Open Interest53.00Strike Price68.04KTurnover3980.10%IV0.49%PremiumNov 29, 2024Expiry Date6.21Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8906Delta0.0343Gamma9.79Leverage Ratio-257.0815Theta0.0000Rho8.72Eff Leverage0.0003Vega