9.55Open11.60Pre Close57 Volume625 Open Interest55.00Strike Price67.75KTurnover4016.58%IV0.57%PremiumDec 20, 2024Expiry Date11.12Intrinsic Value100Multiplier-1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9803Delta0.0079Gamma5.46Leverage Ratio-70.5374Theta0.0000Rho5.36Eff Leverage0.0001Vega