0.59Open0.64Pre Close1.11K Volume43.73K Open Interest14.00Strike Price66.86KTurnover42.73%IV4.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4366Delta0.2517Gamma25.91Leverage Ratio-0.0117Theta-0.0040Rho-11.31Eff Leverage0.0145Vega