9.70Open7.92Pre Close60 Volume337 Open Interest220.00Strike Price66.13KTurnover49.38%IV1.05%PremiumSep 20, 2024Expiry Date8.96Intrinsic Value100Multiplier7DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.7288Delta0.0203Gamma19.08Leverage Ratio-0.3841Theta0.0324Rho13.91Eff Leverage0.1097Vega