0.27Open0.65Pre Close2 Volume327 Open Interest140.00Strike Price66.00Turnover33.07%IV13.03%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.0797Delta0.0148Gamma354.89Leverage Ratio-0.0351Theta0.0057Rho28.29Eff Leverage0.0448Vega