0.02Open0.03Pre Close32 Volume843 Open Interest91.00Strike Price66.00Turnover87.27%IV10.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0090Delta0.0050Gamma6777.33Leverage Ratio-0.0150Theta0.0000Rho-61.22Eff Leverage0.0014Vega