0.04Open0.01Pre Close18 Volume228 Open Interest9.50Strike Price67.00Turnover116.34%IV12.65%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0929Delta0.2319Gamma282.00Leverage Ratio-0.0251Theta0.0000Rho26.19Eff Leverage0.0010Vega