0.04Open0.03Pre Close14 Volume159 Open Interest0.50Strike Price66.00Turnover327.04%IV29.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4462Delta2.0723Gamma8.50Leverage Ratio-0.0057Theta0.0000Rho3.79Eff Leverage0.0002Vega