0.06Open0.14Pre Close11 Volume136 Open Interest9.00Strike Price67.00Turnover51.37%IV3.06%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.3236Delta1.0618Gamma125.73Leverage Ratio-0.0337Theta0.0002Rho40.69Eff Leverage0.0024Vega