0.10Open0.09Pre Close8 Volume13 Open Interest52.00Strike Price66.00Turnover30.26%IV3.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1025Delta0.1103Gamma674.63Leverage Ratio-0.0376Theta-0.0005Rho-69.13Eff Leverage0.0096Vega