0.33Open1.20Pre Close2 Volume20 Open Interest75.00Strike Price66.00Turnover40.83%IV4.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.1977Delta0.0908Gamma218.94Leverage Ratio-0.1108Theta0.0015Rho43.28Eff Leverage0.0208Vega