0.67Open1.26Pre Close1 Volume58 Open Interest105.00Strike Price67.00Turnover20.30%IV5.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.1416Delta0.0392Gamma260.16Leverage Ratio-0.0253Theta-0.0092Rho-36.85Eff Leverage0.0633Vega