0.08Open0.19Pre Close7 Volume51 Open Interest18.50Strike Price66.00Turnover64.61%IV4.56%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2060Delta0.2824Gamma160.67Leverage Ratio-0.0615Theta-0.0003Rho-33.10Eff Leverage0.0045Vega