0.03Open0.18Pre Close22 Volume18 Open Interest2350.00Strike Price66.00Turnover48.51%IV5.00%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type0.0027Delta0.0002Gamma74603.49Leverage Ratio-0.3494Theta0.0001Rho197.90Eff Leverage0.0064Vega