0.35Open0.32Pre Close2 Volume282 Open Interest105.00Strike Price70.00Turnover27.57%IV6.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1520Delta0.0454Gamma248.05Leverage Ratio-0.0480Theta0.0053Rho37.70Eff Leverage0.0442Vega