2.30Open2.24Pre Close112.27K Volume12.25K Open Interest230.00Strike Price66.90MTurnover59.67%IV2.00%PremiumAug 2, 2024Expiry Date2.10Intrinsic Value100Multiplier3DDays to Expiry4.65Extrinsic Value100Contract SizeAmericanOptions Type0.5750Delta0.0278Gamma34.26Leverage Ratio-0.8039Theta0.0131Rho19.70Eff Leverage0.0925Vega