0.30Open0.66Pre Close1.35K Volume2.66K Open Interest15.00Strike Price66.42KTurnover236.78%IV0.57%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8411Delta0.2433Gamma12.11Leverage Ratio-0.3600Theta-0.0001Rho-10.19Eff Leverage0.0010Vega