0.68Open0.55Pre Close1 Volume65 Open Interest7.00Strike Price68.00Turnover99.06%IV0.16%PremiumDec 27, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8254Delta0.4019Gamma8.73Leverage Ratio-0.0208Theta-0.0005Rho-7.21Eff Leverage0.0017Vega