0.06Open0.06Pre Close11 Volume810 Open Interest17.00Strike Price66.00Turnover34.50%IV12.13%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1198Delta0.1513Gamma203.33Leverage Ratio-0.0059Theta0.0011Rho24.36Eff Leverage0.0076Vega