0.03Open0.13Pre Close39 Volume367 Open Interest472.50Strike Price66.00Turnover717.42%IV2.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0121Delta0.0066Gamma24151.00Leverage Ratio-96.9359Theta0.0000Rho-291.19Eff Leverage0.0002Vega