0.05Open0.01Pre Close22 Volume3.74K Open Interest57.50Strike Price70.00Turnover37.48%IV8.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0330Delta0.0312Gamma1763.00Leverage Ratio-0.0148Theta0.0002Rho58.12Eff Leverage0.0046Vega