0.30Open0.47Pre Close3.58K Volume1.84K Open Interest24.50Strike Price67.91KTurnover41.08%IV2.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2906Delta0.3197Gamma113.77Leverage Ratio-0.0479Theta-0.0008Rho-33.07Eff Leverage0.0089Vega