0.37Open0.20Pre Close2 Volume254 Open Interest105.00Strike Price67.00Turnover31.71%IV8.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0625Delta0.0195Gamma652.11Leverage Ratio-0.0331Theta-0.0020Rho-40.75Eff Leverage0.0245Vega