0.02Open0.04Pre Close10.70K Volume4.09K Open Interest67.00Strike Price68.61KTurnover37.11%IV0.07%PremiumJul 26, 2024Expiry Date0.05Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6098Delta2.1206Gamma670.50Leverage Ratio-1.8485Theta0.0000Rho408.85Eff Leverage0.0019Vega