68.27Open64.50Pre Close10 Volume5.20K Open Interest125.00Strike Price68.98KTurnover271.85%IV0.10%PremiumJan 17, 2025Expiry Date68.86Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9862Delta0.0009Gamma2.82Leverage Ratio-0.2116Theta0.0074Rho2.78Eff Leverage0.0053Vega