0.66Open6.40Pre Close1 Volume66 Open Interest160.00Strike Price66.00Turnover37.59%IV11.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.0931Delta0.0100Gamma239.17Leverage Ratio-0.0604Theta-0.0095Rho-22.28Eff Leverage0.0735Vega