0.10Open0.25Pre Close7 Volume437 Open Interest32.50Strike Price66.00Turnover35.19%IV4.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1488Delta0.1751Gamma310.40Leverage Ratio-0.0288Theta0.0007Rho46.20Eff Leverage0.0087Vega