0.04Open0.13Pre Close14 Volume17 Open Interest106.00Strike Price70.00Turnover46.60%IV10.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0118Delta0.0051Gamma4750.80Leverage Ratio-0.0163Theta-0.0001Rho-55.85Eff Leverage0.0040Vega