0.35Open0.28Pre Close2 Volume260 Open Interest47.00Strike Price66.00Turnover67.20%IV24.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.1140Delta0.0308Gamma116.49Leverage Ratio-0.0275Theta0.0024Rho13.28Eff Leverage0.0180Vega