0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover817.69%IV15.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0054Delta0.0005Gamma8592.90Leverage Ratio-7.8772Theta0.0000Rho-46.17Eff Leverage0.0005Vega