6.90Open7.29Pre Close97 Volume99 Open Interest230.00Strike Price66.06KTurnover29.04%IV1.44%PremiumJan 17, 2025Expiry Date3.53Intrinsic Value100Multiplier13DDays to Expiry3.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5937Delta0.0320Gamma33.80Leverage Ratio-0.1762Theta-0.0418Rho-20.07Eff Leverage0.1634Vega