0.22Open0.22Pre Close3 Volume0 Open Interest118.00Strike Price66.00Turnover28.23%IV11.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0696Delta0.0178Gamma469.16Leverage Ratio-0.0222Theta0.0045Rho32.67Eff Leverage0.0356Vega