0.05Open0.07Pre Close54 Volume852 Open Interest24.00Strike Price68.00Turnover72.47%IV11.42%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0236Delta0.0484Gamma2155.00Leverage Ratio-0.0095Theta0.0000Rho50.84Eff Leverage0.0009Vega