0.02Open0.05Pre Close32 Volume1.22K Open Interest2.50Strike Price66.00Turnover102.69%IV31.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1477Delta0.5321Gamma64.00Leverage Ratio-0.0028Theta0.0001Rho9.45Eff Leverage0.0010Vega