0.35Open0.27Pre Close2 Volume154 Open Interest13.00Strike Price70.00Turnover51.51%IV9.71%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2611Delta0.1699Gamma43.11Leverage Ratio-0.0117Theta-0.0025Rho-11.26Eff Leverage0.0121Vega