0.80Open1.26Pre Close514 Volume241 Open Interest187.50Strike Price67.53KTurnover38.66%IV1.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.4906Delta0.0804Gamma99.09Leverage Ratio-0.7118Theta0.0042Rho48.61Eff Leverage0.0512Vega