0.66Open0.55Pre Close1 Volume11 Open Interest26.00Strike Price66.00Turnover23.83%IV1.09%PremiumNov 15, 2024Expiry Date0.38Intrinsic Value100Multiplier7DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6597Delta0.4393Gamma46.58Leverage Ratio-0.0210Theta-0.0028Rho-30.73Eff Leverage0.0130Vega