2.50Open2.80Pre Close220 Volume420 Open Interest11.00Strike Price66.05KTurnover213.83%IV8.34%PremiumDec 20, 2024Expiry Date2.61Intrinsic Value100Multiplier16DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6485Delta0.0994Gamma2.54Leverage Ratio-0.0433Theta-0.0033Rho-1.65Eff Leverage0.0065Vega