0.07Open0.15Pre Close11 Volume86 Open Interest115.00Strike Price67.00Turnover48.15%IV4.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0434Delta0.0324Gamma2194.40Leverage Ratio-0.0500Theta0.0001Rho95.31Eff Leverage0.0054Vega