0.55Open0.70Pre Close859 Volume2.00K Open Interest20.00Strike Price66.68KTurnover24.16%IV0.87%PremiumNov 15, 2024Expiry Date0.67Intrinsic Value100Multiplier9DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8153Delta0.3324Gamma26.67Leverage Ratio-0.0134Theta0.0041Rho21.74Eff Leverage0.0088Vega