0.35Open0.32Pre Close2 Volume282 Open Interest105.00Strike Price70.00Turnover29.32%IV6.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1518Delta0.0452Gamma248.05Leverage Ratio-0.0539Theta0.0047Rho37.64Eff Leverage0.0416Vega