0.35Open0.11Pre Close3 Volume276 Open Interest33.00Strike Price68.00Turnover37.65%IV1.90%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.3382Delta0.3879Gamma180.84Leverage Ratio-0.0935Theta-0.0006Rho-61.16Eff Leverage0.0092Vega