0.37Open0.20Pre Close2 Volume254 Open Interest105.00Strike Price67.00Turnover30.59%IV8.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0566Delta0.0187Gamma760.67Leverage Ratio-0.0295Theta-0.0018Rho-43.06Eff Leverage0.0226Vega