13.55Open10.74Pre Close57 Volume1.92K Open Interest137.00Strike Price66.26KTurnover60.35%IV0.11%PremiumDec 20, 2024Expiry Date11.41Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9426Delta0.0174Gamma10.90Leverage Ratio-0.0973Theta-0.0076Rho-10.27Eff Leverage0.0132Vega