0.10Open0.17Pre Close7 Volume346 Open Interest16.00Strike Price66.00Turnover110.10%IV8.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1393Delta0.2554Gamma247.33Leverage Ratio-0.0600Theta0.0001Rho34.44Eff Leverage0.0017Vega