0.05Open0.15Pre Close10 Volume31 Open Interest70.00Strike Price66.00Turnover49.75%IV21.11%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0232Delta0.0050Gamma886.40Leverage Ratio-0.0127Theta-0.0011Rho-20.59Eff Leverage0.0121Vega