0.06Open0.01Pre Close13 Volume91 Open Interest220.00Strike Price66.00Turnover41.83%IV22.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0047Delta0.0010Gamma8944.50Leverage Ratio-0.0067Theta0.0003Rho41.82Eff Leverage0.0045Vega