5.25Open1.56Pre Close41 Volume57 Open Interest20.50Strike Price66.99KTurnover933.58%IV-0.58%PremiumNov 29, 2024Expiry Date16.21Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8897Delta0.0477Gamma0.26Leverage Ratio-0.0882Theta-0.0015Rho-0.23Eff Leverage0.0008Vega