0.11Open0.07Pre Close6 Volume518 Open Interest84.00Strike Price66.00Turnover150.07%IV20.74%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0394Delta0.0118Gamma633.27Leverage Ratio-0.1059Theta0.0001Rho24.93Eff Leverage0.0041Vega