0.05Open0.10Pre Close7 Volume44 Open Interest92.00Strike Price66.00Turnover27.50%IV0.89%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3440Delta0.2799Gamma913.05Leverage Ratio-0.2513Theta0.0009Rho314.11Eff Leverage0.0176Vega