0.30Open0.14Pre Close915 Volume541 Open Interest19.50Strike Price66.78KTurnover79.16%IV4.27%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.5123Delta0.2412Gamma36.55Leverage Ratio-0.0851Theta0.0011Rho18.73Eff Leverage0.0083Vega