0.47Open0.45Pre Close1.04K Volume984 Open Interest30.50Strike Price66.27KTurnover40.39%IV0.70%PremiumDec 6, 2024Expiry Date0.84Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7946Delta0.2660Gamma32.14Leverage Ratio-0.0630Theta0.0017Rho25.54Eff Leverage0.0075Vega