0.02Open0.03Pre Close32 Volume843 Open Interest91.00Strike Price66.00Turnover84.43%IV10.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0095Delta0.0055Gamma6766.00Leverage Ratio-0.0150Theta0.0000Rho-64.04Eff Leverage0.0014Vega