6.60Open6.89Pre Close100 Volume127 Open Interest57.50Strike Price66.00KTurnover45.35%IV1.89%PremiumDec 20, 2024Expiry Date5.62Intrinsic Value100Multiplier20DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type-0.8167Delta0.0500Gamma8.58Leverage Ratio-0.0317Theta-0.0198Rho-7.00Eff Leverage0.0323Vega