0.30Open0.14Pre Close936 Volume541 Open Interest19.50Strike Price68.00KTurnover83.00%IV4.01%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5431Delta0.2275Gamma32.21Leverage Ratio-0.0894Theta0.0011Rho17.49Eff Leverage0.0083Vega