0.26Open0.21Pre Close2.74K Volume4.50K Open Interest11.00Strike Price66.97KTurnover108.31%IV6.45%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3726Delta0.3944Gamma46.89Leverage Ratio-0.0796Theta0.0003Rho17.47Eff Leverage0.0034Vega