0.68Open0.99Pre Close1 Volume398 Open Interest39.00Strike Price68.00Turnover14.18%IV0.67%PremiumJul 19, 2024Expiry Date0.42Intrinsic Value100Multiplier13DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6334Delta0.3762Gamma61.73Leverage Ratio-0.0120Theta-0.0069Rho-39.10Eff Leverage0.0277Vega