0.03Open0.05Pre Close15 Volume462 Open Interest9.50Strike Price66.00Turnover116.76%IV15.43%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0994Delta0.1965Gamma206.63Leverage Ratio-0.0227Theta0.0001Rho20.54Eff Leverage0.0013Vega