0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover495.96%IV16.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0005Gamma8630.40Leverage Ratio-2.7674Theta0.0000Rho-45.10Eff Leverage0.0009Vega