0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover444.33%IV16.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0050Delta0.0005Gamma8652.40Leverage Ratio-2.0847Theta0.0000Rho-43.51Eff Leverage0.0010Vega