0.11Open0.06Pre Close57 Volume365 Open Interest457.50Strike Price67.00Turnover64.44%IV9.04%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0026Delta0.0006Gamma41958.00Leverage Ratio-0.0525Theta0.0000Rho109.78Eff Leverage0.0016Vega