0.30Open0.27Pre Close833 Volume690 Open Interest135.00Strike Price66.39KTurnover55.82%IV2.98%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.2601Delta0.0681Gamma179.31Leverage Ratio-0.5515Theta0.0014Rho46.64Eff Leverage0.0277Vega