0.06Open0.30Pre Close11 Volume66 Open Interest34.50Strike Price66.00Turnover24.43%IV0.44%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.3382Delta1.2571Gamma430.13Leverage Ratio-0.1257Theta0.0001Rho145.48Eff Leverage0.0044Vega