5.10Open6.08Pre Close157 Volume106 Open Interest55.00Strike Price66.64KTurnover40.94%IV4.02%PremiumAug 16, 2024Expiry Date1.75Intrinsic Value100Multiplier25DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type0.6465Delta0.0601Gamma16.10Leverage Ratio-0.0496Theta0.0235Rho10.41Eff Leverage0.0562Vega