0.07Open0.03Pre Close10 Volume84 Open Interest34.00Strike Price66.00Turnover174.80%IV15.66%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0494Delta0.0408Gamma588.80Leverage Ratio-0.1410Theta0.0000Rho29.10Eff Leverage0.0015Vega