11.40Open11.60Pre Close60 Volume77 Open Interest11.50Strike Price68.40KTurnover582.15%IV-0.91%PremiumDec 6, 2024Expiry Date11.61Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9771Delta0.0061Gamma1.98Leverage Ratio-0.0873Theta0.0005Rho1.93Eff Leverage0.0008Vega