2.24Open2.92Pre Close338 Volume111 Open Interest26.00Strike Price66.23KTurnover78.08%IV4.48%PremiumDec 13, 2024Expiry Date0.98Intrinsic Value100Multiplier15DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.6262Delta0.0873Gamma11.94Leverage Ratio-0.0556Theta0.0062Rho7.48Eff Leverage0.0211Vega