0.06Open0.06Pre Close11 Volume339 Open Interest85.00Strike Price66.00Turnover78.84%IV56.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0165Delta0.0038Gamma905.33Leverage Ratio-0.0092Theta0.0005Rho14.91Eff Leverage0.0056Vega