0.30Open0.66Pre Close1.35K Volume2.63K Open Interest15.00Strike Price66.42KTurnover135.39%IV0.57%PremiumDec 6, 2024Expiry Date1.07Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8511Delta0.2426Gamma12.22Leverage Ratio-0.1160Theta-0.0003Rho-10.40Eff Leverage0.0016Vega