0.03Open0.09Pre Close22 Volume211 Open Interest145.00Strike Price66.00Turnover75.74%IV14.23%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0070Delta0.0018Gamma5633.83Leverage Ratio-0.0229Theta-0.0001Rho-39.30Eff Leverage0.0028Vega