0.05Open0.05Pre Close15 Volume611 Open Interest7.50Strike Price67.00Turnover96.66%IV26.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1089Delta0.1828Gamma119.60Leverage Ratio-0.0083Theta0.0002Rho13.03Eff Leverage0.0020Vega