0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover420.82%IV16.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0005Gamma8650.22Leverage Ratio-1.9186Theta0.0000Rho-44.18Eff Leverage0.0011Vega