0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover519.06%IV15.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0005Gamma8600.60Leverage Ratio-3.1379Theta0.0000Rho-45.90Eff Leverage0.0009Vega