0.03Open0.11Pre Close20 Volume563 Open Interest21.00Strike Price67.00Turnover72.16%IV14.54%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0152Delta0.0211Gamma2456.00Leverage Ratio-0.0069Theta0.0000Rho-37.25Eff Leverage0.0010Vega