0.02Open0.04Pre Close28 Volume818 Open Interest6.00Strike Price67.00Turnover434.62%IV74.71%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0406Delta0.0864Gamma229.33Leverage Ratio-0.0147Theta0.0000Rho9.32Eff Leverage0.0002Vega