0.02Open0.03Pre Close32 Volume843 Open Interest91.00Strike Price66.00Turnover89.41%IV11.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0086Delta0.0045Gamma6840.67Leverage Ratio-0.0150Theta0.0000Rho-58.90Eff Leverage0.0013Vega