0.03Open0.10Pre Close22 Volume46 Open Interest136.00Strike Price66.00Turnover927.20%IV2.08%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0460Delta0.0608Gamma4442.00Leverage Ratio-121.0407Theta0.0000Rho204.50Eff Leverage0.0002Vega