0.01Open0.05Pre Close70 Volume127 Open Interest277.50Strike Price70.00Turnover169.78%IV27.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0020Delta0.0003Gamma21832.00Leverage Ratio-0.0539Theta0.0000Rho42.80Eff Leverage0.0007Vega