0.12Open0.10Pre Close9 Volume38 Open Interest73.00Strike Price66.00Turnover67.59%IV14.38%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0120Gamma2128.33Leverage Ratio-0.0225Theta0.0001Rho43.25Eff Leverage0.0030Vega