0.03Open0.03Pre Close22 Volume784 Open Interest15.00Strike Price66.00Turnover355.85%IV4.45%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1221Delta0.4007Gamma479.67Leverage Ratio-1.4229Theta0.0000Rho58.55Eff Leverage0.0003Vega