0.11Open0.06Pre Close57 Volume365 Open Interest457.50Strike Price67.00Turnover80.06%IV9.04%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0026Delta0.0006Gamma41958.00Leverage Ratio-0.0809Theta0.0000Rho109.75Eff Leverage0.0013Vega