0.70Open1.04Pre Close1 Volume6 Open Interest13.00Strike Price70.00Turnover83.56%IV2.32%PremiumAug 2, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6229Delta0.3438Gamma20.60Leverage Ratio-0.0635Theta0.0008Rho12.83Eff Leverage0.0050Vega