0.05Open0.05Pre Close14 Volume16 Open Interest49.00Strike Price70.00Turnover80.00%IV16.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0365Delta0.0225Gamma838.60Leverage Ratio-0.0293Theta0.0002Rho30.60Eff Leverage0.0035Vega