0.10Open0.15Pre Close6 Volume80 Open Interest477.50Strike Price66.00Turnover27.92%IV2.56%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0214Delta0.0082Gamma9799.60Leverage Ratio-0.1918Theta-0.0002Rho-209.65Eff Leverage0.0115Vega