0.68Open3.12Pre Close1 Volume351 Open Interest100.00Strike Price68.00Turnover47.54%IV4.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.2387Delta0.0624Gamma141.50Leverage Ratio-0.1857Theta0.0026Rho33.77Eff Leverage0.0324Vega