0.30Open0.66Pre Close1.35K Volume2.63K Open Interest15.00Strike Price66.42KTurnover198.10%IV0.57%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8521Delta0.2422Gamma12.22Leverage Ratio-0.2497Theta-0.0001Rho-10.41Eff Leverage0.0011Vega