3.80Open14.70Pre Close175 Volume137 Open Interest6.00Strike Price66.93KTurnover1586.14%IV2.59%PremiumJan 10, 2025Expiry Date4.04Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8981Delta0.0350Gamma2.31Leverage Ratio-1.2173Theta0.0000Rho2.07Eff Leverage0.0006Vega