0.35Open0.32Pre Close2 Volume282 Open Interest105.00Strike Price70.00Turnover26.74%IV6.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1591Delta0.0466Gamma248.20Leverage Ratio-0.0467Theta0.0059Rho39.49Eff Leverage0.0472Vega