0.02Open0.02Pre Close30 Volume651 Open Interest33.50Strike Price66.00Turnover550.72%IV2.00%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2218Delta0.3838Gamma340.80Leverage Ratio-18.7156Theta0.0000Rho-75.60Eff Leverage0.0004Vega