5.70Open4.70Pre Close123 Volume835 Open Interest175.00Strike Price66.01KTurnover30.05%IV0.36%PremiumDec 6, 2024Expiry Date4.51Intrinsic Value100Multiplier4DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.7801Delta0.0539Gamma33.23Leverage Ratio-0.1801Theta-0.0135Rho-25.93Eff Leverage0.0548Vega