0.16Open0.27Pre Close6 Volume33 Open Interest2.50Strike Price66.00Turnover53.22%IV7.79%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4358Delta1.1750Gamma24.12Leverage Ratio-0.0028Theta0.0006Rho10.51Eff Leverage0.0025Vega