0.66Open6.40Pre Close1 Volume66 Open Interest160.00Strike Price66.00Turnover37.65%IV11.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.0983Delta0.0105Gamma224.05Leverage Ratio-0.0628Theta-0.0100Rho-22.02Eff Leverage0.0763Vega