0.10Open0.15Pre Close9 Volume5 Open Interest122.00Strike Price66.00Turnover37.05%IV6.57%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0352Delta0.0157Gamma1864.29Leverage Ratio-0.0419Theta-0.0004Rho-65.70Eff Leverage0.0104Vega