0.30Open0.14Pre Close917 Volume541 Open Interest19.50Strike Price66.89KTurnover81.58%IV4.58%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5153Delta0.2340Gamma36.61Leverage Ratio-0.0877Theta0.0011Rho18.86Eff Leverage0.0083Vega