0.05Open0.06Pre Close10 Volume197 Open Interest13.00Strike Price66.00Turnover170.83%IV28.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0940Delta0.0914Gamma135.27Leverage Ratio-0.0343Theta0.0001Rho12.72Eff Leverage0.0018Vega