0.07Open0.04Pre Close8 Volume172 Open Interest94.00Strike Price67.00Turnover41.07%IV8.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0170Gamma1361.20Leverage Ratio-0.0359Theta-0.0005Rho-51.61Eff Leverage0.0097Vega