28.16Open29.35Pre Close21 Volume758 Open Interest167.50Strike Price66.10KTurnover87.06%IV0.60%PremiumOct 18, 2024Expiry Date32.47Intrinsic Value100Multiplier3DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.9806Delta0.0030Gamma6.11Leverage Ratio-0.1081Theta0.0139Rho5.99Eff Leverage0.0086Vega