0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover450.53%IV16.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0050Delta0.0005Gamma8655.40Leverage Ratio-2.1500Theta0.0000Rho-43.61Eff Leverage0.0010Vega