0.02Open0.03Pre Close54 Volume377 Open Interest26.00Strike Price67.00Turnover970.13%IV3.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0711Delta0.2161Gamma1347.50Leverage Ratio-19.5484Theta0.0000Rho-95.78Eff Leverage0.0001Vega