0.03Open0.05Pre Close34 Volume532 Open Interest47.50Strike Price69.00Turnover40.27%IV2.24%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.1604Gamma3098.67Leverage Ratio-0.0737Theta0.0000Rho164.42Eff Leverage0.0018Vega