0.01Open0.02Pre Close65 Volume506 Open Interest46.50Strike Price66.00Turnover113.32%IV2.46%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0373Delta0.1220Gamma4766.14Leverage Ratio-0.4602Theta0.0000Rho-177.90Eff Leverage0.0005Vega