0.06Open0.05Pre Close11 Volume859 Open Interest100.00Strike Price66.00Turnover73.15%IV23.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0179Delta0.0056Gamma1618.40Leverage Ratio-0.0230Theta0.0003Rho29.02Eff Leverage0.0048Vega