0.22Open0.22Pre Close3 Volume0 Open Interest118.00Strike Price66.00Turnover27.69%IV11.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0771Delta0.0195Gamma425.52Leverage Ratio-0.0238Theta0.0050Rho32.82Eff Leverage0.0386Vega