11.40Open11.60Pre Close60 Volume77 Open Interest11.50Strike Price68.40KTurnover549.90%IV-0.91%PremiumDec 6, 2024Expiry Date11.61Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9772Delta0.0061Gamma1.98Leverage Ratio-0.0845Theta0.0005Rho1.93Eff Leverage0.0009Vega