1.03Open0.98Pre Close594 Volume326 Open Interest60.00Strike Price66.70KTurnover36.59%IV1.63%PremiumAug 2, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.5291Delta0.1581Gamma56.16Leverage Ratio-0.1152Theta0.0040Rho29.71Eff Leverage0.0274Vega