0.06Open0.05Pre Close14 Volume205 Open Interest187.50Strike Price66.00Turnover97.54%IV20.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0007Gamma7903.00Leverage Ratio-0.0304Theta-0.0001Rho-40.46Eff Leverage0.0032Vega