0.29Open0.10Pre Close8 Volume532 Open Interest67.50Strike Price67.00Turnover39.04%IV7.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0378Delta0.0254Gamma1458.60Leverage Ratio-0.0246Theta-0.0003Rho-55.21Eff Leverage0.0068Vega