0.20Open0.04Pre Close4 Volume466 Open Interest57.50Strike Price70.00Turnover70.76%IV13.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0408Delta0.0150Gamma666.90Leverage Ratio-0.0413Theta-0.0004Rho-27.24Eff Leverage0.0072Vega