0.07Open0.10Pre Close10 Volume126 Open Interest35.00Strike Price70.00Turnover19.53%IV6.63%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1251Delta0.1252Gamma328.90Leverage Ratio-0.0076Theta0.0026Rho41.14Eff Leverage0.0173Vega