0.10Open0.14Pre Close7 Volume616 Open Interest19.00Strike Price66.00Turnover55.96%IV5.87%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1455Delta0.2062Gamma236.47Leverage Ratio-0.0350Theta-0.0003Rho-34.41Eff Leverage0.0045Vega