0.06Open0.07Pre Close11 Volume48 Open Interest42.00Strike Price66.00Turnover36.81%IV5.65%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0698Delta0.0764Gamma808.36Leverage Ratio-0.0255Theta-0.0003Rho-56.43Eff Leverage0.0064Vega