0.05Open0.05Pre Close16 Volume1.45K Open Interest27.00Strike Price66.00Turnover40.27%IV6.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0708Delta0.1083Gamma718.50Leverage Ratio-0.0181Theta-0.0002Rho-50.90Eff Leverage0.0042Vega