0.02Open0.08Pre Close35 Volume739 Open Interest46.00Strike Price71.00Turnover37.92%IV2.67%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0577Delta0.1434Gamma2362.00Leverage Ratio-0.0603Theta-0.0001Rho-136.22Eff Leverage0.0025Vega