21.38Open33.35Pre Close32 Volume345 Open Interest895.00Strike Price67.57KTurnover735.28%IV0.31%PremiumDec 13, 2024Expiry Date23.87Intrinsic Value100Multiplier0DDays to Expiry2.89Extrinsic Value100Contract SizeAmericanOptions Type0.9757Delta0.0046Gamma37.66Leverage Ratio-264.4438Theta0.0000Rho36.74Eff Leverage0.0010Vega