0.35Open0.20Pre Close2 Volume31 Open Interest12.50Strike Price70.00Turnover101.47%IV21.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1546Delta0.0659Gamma47.38Leverage Ratio-0.0218Theta-0.0013Rho-7.33Eff Leverage0.0085Vega