0.10Open0.50Pre Close8 Volume41 Open Interest48.00Strike Price66.00Turnover42.03%IV3.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1024Delta0.1724Gamma932.60Leverage Ratio-0.0500Theta0.0001Rho95.50Eff Leverage0.0044Vega