0.05Open0.05Pre Close6 Volume214 Open Interest5.50Strike Price66.00Turnover111.20%IV3.60%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4326Delta1.0475Gamma44.40Leverage Ratio-0.0715Theta-0.0001Rho-19.21Eff Leverage0.0013Vega