0.02Open0.03Pre Close32 Volume843 Open Interest91.00Strike Price66.00Turnover85.31%IV10.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0093Delta0.0053Gamma6785.00Leverage Ratio-0.0150Theta0.0000Rho-63.07Eff Leverage0.0014Vega