0.35Open0.40Pre Close2 Volume250 Open Interest39.00Strike Price70.00Turnover25.89%IV5.15%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2368Delta0.1112Gamma101.88Leverage Ratio-0.0157Theta-0.0061Rho-24.12Eff Leverage0.0332Vega