0.15Open0.22Pre Close4 Volume25 Open Interest167.50Strike Price66.00Turnover39.85%IV4.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0615Delta0.0218Gamma1171.73Leverage Ratio-0.1172Theta-0.0007Rho-72.04Eff Leverage0.0170Vega