0.35Open0.32Pre Close2 Volume282 Open Interest105.00Strike Price70.00Turnover27.27%IV6.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1495Delta0.0439Gamma248.28Leverage Ratio-0.0453Theta0.0055Rho37.11Eff Leverage0.0451Vega