0.04Open0.13Pre Close14 Volume3 Open Interest106.00Strike Price70.00Turnover45.94%IV10.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0118Delta0.0051Gamma4750.80Leverage Ratio-0.0160Theta-0.0002Rho-55.84Eff Leverage0.0040Vega