0.11Open0.22Pre Close7 Volume339 Open Interest67.50Strike Price67.00Turnover54.75%IV9.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0859Delta0.0402Gamma411.73Leverage Ratio-0.0597Theta0.0007Rho35.36Eff Leverage0.0112Vega