67.22Open65.39Pre Close10 Volume917 Open Interest120.00Strike Price66.88KTurnover284.11%IV0.40%PremiumJul 19, 2024Expiry Date66.04Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.9702Delta0.0015Gamma2.79Leverage Ratio-0.4536Theta0.0088Rho2.71Eff Leverage0.0111Vega