0.40Open0.45Pre Close2 Volume329 Open Interest87.50Strike Price66.00Turnover29.22%IV3.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1525Delta0.0818Gamma375.07Leverage Ratio-0.0688Theta0.0017Rho57.20Eff Leverage0.0232Vega