0.37Open0.20Pre Close2 Volume254 Open Interest105.00Strike Price67.00Turnover35.74%IV7.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0896Delta0.0230Gamma379.17Leverage Ratio-0.0500Theta-0.0029Rho-33.96Eff Leverage0.0319Vega