0.05Open0.10Pre Close8 Volume212 Open Interest20.00Strike Price66.00Turnover56.20%IV25.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0919Delta0.0663Gamma160.20Leverage Ratio-0.0074Theta0.0010Rho14.72Eff Leverage0.0073Vega