0.04Open0.04Pre Close28 Volume234 Open Interest36.50Strike Price70.00Turnover53.49%IV4.85%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0418Delta0.0768Gamma1916.50Leverage Ratio-0.0200Theta0.0000Rho-80.14Eff Leverage0.0019Vega