12.20Open11.10Pre Close53 Volume239 Open Interest130.00Strike Price66.57KTurnover67.47%IV0.30%PremiumDec 6, 2024Expiry Date11.30Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9638Delta0.0119Gamma12.37Leverage Ratio-0.1081Theta0.0061Rho11.92Eff Leverage0.0078Vega