0.01Open0.02Pre Close66 Volume232 Open Interest33.00Strike Price66.00Turnover87.65%IV22.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0123Delta0.0133Gamma2685.00Leverage Ratio-0.0073Theta0.0000Rho33.06Eff Leverage0.0009Vega