0.88Open0.86Pre Close621 Volume877 Open Interest285.00Strike Price66.80KTurnover193.34%IV14.22%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0028Gamma729.01Leverage Ratio-1.5117Theta-0.0003Rho-27.60Eff Leverage0.0124Vega