0.35Open0.25Pre Close2 Volume627 Open Interest25.00Strike Price66.00Turnover53.15%IV7.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.3848Delta0.1119Gamma27.81Leverage Ratio-0.0254Theta0.0061Rho10.70Eff Leverage0.0246Vega