0.02Open0.03Pre Close18 Volume5.50K Open Interest5.00Strike Price66.00Turnover143.64%IV81.29%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0931Delta0.1563Gamma69.50Leverage Ratio-0.0035Theta0.0002Rho6.47Eff Leverage0.0012Vega