0.70Open0.80Pre Close1 Volume39 Open Interest2.50Strike Price70.00Turnover116.38%IV5.26%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7941Delta0.5359Gamma2.92Leverage Ratio-0.0033Theta-0.0010Rho-2.32Eff Leverage0.0013Vega