0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover686.60%IV15.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0005Gamma8611.80Leverage Ratio-5.4533Theta0.0000Rho-45.77Eff Leverage0.0006Vega