0.37Open0.20Pre Close2 Volume254 Open Interest105.00Strike Price67.00Turnover33.61%IV8.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0939Delta0.0252Gamma379.87Leverage Ratio-0.0479Theta-0.0031Rho-35.67Eff Leverage0.0332Vega