0.05Open0.20Pre Close8 Volume159 Open Interest50.00Strike Price66.00Turnover355.37%IV3.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1943Delta0.1617Gamma269.33Leverage Ratio-6.6110Theta0.0000Rho52.33Eff Leverage0.0013Vega