0.33Open0.11Pre Close2 Volume74 Open Interest330.00Strike Price66.00Turnover71.12%IV8.84%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.0411Delta0.0045Gamma1095.85Leverage Ratio-0.2906Theta-0.0008Rho-45.08Eff Leverage0.0240Vega