0.68Open0.76Pre Close1 Volume3 Open Interest95.50Strike Price68.00Turnover8.56%IV0.07%PremiumDec 6, 2024Expiry Date0.61Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7570Delta0.3985Gamma135.56Leverage Ratio-0.0277Theta-0.0055Rho-102.62Eff Leverage0.0304Vega