0.04Open0.18Pre Close19 Volume472 Open Interest119.00Strike Price66.00Turnover32.90%IV2.58%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0486Delta0.0579Gamma3315.71Leverage Ratio-0.1107Theta0.0001Rho161.07Eff Leverage0.0053Vega