0.11Open0.08Pre Close6 Volume318 Open Interest46.00Strike Price66.00Turnover38.14%IV4.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1291Delta0.1255Gamma434.95Leverage Ratio-0.0546Theta-0.0005Rho-56.15Eff Leverage0.0093Vega