0.01Open0.05Pre Close66 Volume238 Open Interest182.50Strike Price66.00Turnover364.74%IV6.00%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0075Delta0.0050Gamma17218.00Leverage Ratio-2.3878Theta0.0000Rho128.72Eff Leverage0.0002Vega