0.01Open0.01Pre Close67 Volume2.80K Open Interest28.00Strike Price67.00Turnover83.42%IV5.58%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0977Gamma2653.00Leverage Ratio-0.0617Theta0.0000Rho89.12Eff Leverage0.0007Vega