3.95Open3.70Pre Close180 Volume183 Open Interest129.00Strike Price67.62KTurnover60.61%IV2.48%PremiumAug 2, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type0.5434Delta0.0462Gamma34.55Leverage Ratio-0.4252Theta0.0080Rho18.78Eff Leverage0.0562Vega