0.02Open0.03Pre Close32 Volume843 Open Interest91.00Strike Price66.00Turnover87.04%IV11.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0089Delta0.0049Gamma6832.67Leverage Ratio-0.0150Theta0.0000Rho-60.86Eff Leverage0.0014Vega