0.04Open0.07Pre Close14 Volume92 Open Interest24.50Strike Price66.00Turnover40.95%IV5.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1146Delta0.2125Gamma467.00Leverage Ratio-0.0253Theta0.0002Rho53.50Eff Leverage0.0043Vega