0.37Open0.20Pre Close2 Volume254 Open Interest105.00Strike Price67.00Turnover39.22%IV9.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0810Delta0.0189Gamma384.70Leverage Ratio-0.0508Theta-0.0027Rho-31.14Eff Leverage0.0303Vega