0.02Open0.05Pre Close32 Volume242 Open Interest29.00Strike Price68.00Turnover46.90%IV8.12%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0685Delta0.0976Gamma671.50Leverage Ratio-0.0194Theta0.0002Rho45.97Eff Leverage0.0038Vega