0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover1743.53%IV15.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0006Gamma8562.40Leverage Ratio-37.0047Theta0.0000Rho-46.92Eff Leverage0.0003Vega