0.37Open0.40Pre Close1.48K Volume920 Open Interest66.00Strike Price66.08KTurnover32.04%IV1.17%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4697Delta0.2363Gamma109.72Leverage Ratio-0.1679Theta0.0019Rho51.53Eff Leverage0.0209Vega