0.03Open0.03Pre Close35 Volume189 Open Interest80.00Strike Price66.00Turnover479.26%IV80.17%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0002Delta0.0000Gamma40345.00Leverage Ratio-0.0091Theta0.0000Rho-7.33Eff Leverage0.0003Vega