93.46Open86.00Pre Close7 Volume15 Open Interest560.00Strike Price66.05KTurnover4213.26%IV0.50%PremiumDec 13, 2024Expiry Date94.31Intrinsic Value100Multiplier-1DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type-0.9608Delta0.0018Gamma4.97Leverage Ratio-886.3548Theta0.0000Rho-4.77Eff Leverage0.0010Vega