0.30Open0.66Pre Close1.35K Volume2.63K Open Interest15.00Strike Price66.42KTurnover168.56%IV0.57%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8517Delta0.2423Gamma12.22Leverage Ratio-0.1805Theta-0.0002Rho-10.41Eff Leverage0.0013Vega