0.11Open0.07Pre Close6 Volume85 Open Interest205.00Strike Price66.00Turnover54.86%IV6.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0356Delta0.0102Gamma1984.55Leverage Ratio-0.1087Theta-0.0003Rho-70.55Eff Leverage0.0110Vega