0.52Open0.50Pre Close438 Volume455 Open Interest27.00Strike Price66.84KTurnover54.76%IV0.42%PremiumDec 6, 2024Expiry Date1.35Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8305Delta0.1684Gamma18.90Leverage Ratio-0.0585Theta0.0021Rho15.70Eff Leverage0.0069Vega