0.05Open0.11Pre Close14 Volume18 Open Interest435.00Strike Price70.00Turnover86.69%IV27.12%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0005Gamma6844.80Leverage Ratio-0.0385Theta0.0002Rho35.34Eff Leverage0.0054Vega