3.05Open3.35Pre Close482 Volume861 Open Interest81.00Strike Price66.05KTurnover510.19%IV-0.09%PremiumNov 29, 2024Expiry Date1.11Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9316Delta0.1980Gamma71.33Leverage Ratio-43.6898Theta0.0000Rho-66.45Eff Leverage0.0002Vega