0.35Open0.28Pre Close2 Volume260 Open Interest47.00Strike Price66.00Turnover68.35%IV25.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.1130Delta0.0302Gamma115.85Leverage Ratio-0.0277Theta0.0024Rho13.09Eff Leverage0.0178Vega