0.10Open0.12Pre Close11 Volume323 Open Interest92.50Strike Price66.00Turnover37.77%IV14.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0250Delta0.0108Gamma1619.60Leverage Ratio-0.0130Theta0.0006Rho40.41Eff Leverage0.0084Vega