0.12Open0.14Pre Close1.31K Volume867 Open Interest14.00Strike Price66.70KTurnover283.38%IV0.07%PremiumDec 20, 2024Expiry Date1.20Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9586Delta0.1031Gamma12.31Leverage Ratio-0.2569Theta0.0001Rho11.80Eff Leverage0.0003Vega