0.05Open0.09Pre Close14 Volume253 Open Interest20.00Strike Price66.00Turnover35.39%IV5.05%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1139Delta0.2176Gamma420.20Leverage Ratio-0.0158Theta-0.0003Rho-47.86Eff Leverage0.0048Vega