66.89Open66.89Pre Close0 Volume0 Open Interest250.00Strike Price0.00Turnover76.36%IV0.14%PremiumJan 17, 2025Expiry Date66.63Intrinsic Value100Multiplier20DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.9548Delta0.0037Gamma2.74Leverage Ratio-0.0593Theta-0.0628Rho-2.61Eff Leverage0.0403Vega