0.30Open0.66Pre Close1.35K Volume2.63K Open Interest15.00Strike Price66.42KTurnover153.50%IV0.57%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8515Delta0.2424Gamma12.22Leverage Ratio-0.1495Theta-0.0002Rho-10.40Eff Leverage0.0014Vega