0.04Open0.05Pre Close15 Volume287 Open Interest34.00Strike Price71.00Turnover26.44%IV3.91%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0912Delta0.1563Gamma785.11Leverage Ratio-0.0174Theta-0.0004Rho-71.57Eff Leverage0.0065Vega