0.03Open0.05Pre Close60 Volume111 Open Interest85.00Strike Price66.00Turnover161.04%IV34.08%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0043Delta0.0006Gamma4296.67Leverage Ratio-0.0236Theta-0.0001Rho-18.62Eff Leverage0.0017Vega