0.02Open3.58Pre Close27 Volume154 Open Interest362.50Strike Price66.00Turnover510.46%IV15.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0005Gamma8612.60Leverage Ratio-3.0470Theta0.0000Rho-46.07Eff Leverage0.0009Vega