0.66Open0.49Pre Close1 Volume85 Open Interest17.50Strike Price66.00Turnover45.58%IV5.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.4066Delta0.2016Gamma29.68Leverage Ratio-0.0175Theta-0.0040Rho-12.07Eff Leverage0.0164Vega