0.40Open0.10Pre Close2 Volume93 Open Interest17.00Strike Price68.00Turnover28.72%IV0.12%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier5DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6798Delta0.5886Gamma43.15Leverage Ratio-0.0220Theta0.0017Rho29.34Eff Leverage0.0076Vega