0.33Open3.60Pre Close2 Volume2 Open Interest73.12Strike Price66.00Turnover122.66%IV23.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.0478Delta0.0064Gamma287.36Leverage Ratio-0.1104Theta-0.0008Rho-13.75Eff Leverage0.0127Vega