0.03Open0.18Pre Close22 Volume18 Open Interest2350.00Strike Price66.00Turnover47.37%IV5.16%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type0.0025Delta0.0002Gamma74489.80Leverage Ratio-0.2985Theta0.0001Rho187.59Eff Leverage0.0066Vega