0.05Open0.05Pre Close6 Volume212 Open Interest5.50Strike Price66.00Turnover99.61%IV3.60%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4324Delta1.0468Gamma44.40Leverage Ratio-0.0530Theta-0.0001Rho-19.20Eff Leverage0.0015Vega