0.35Open0.40Pre Close2 Volume72 Open Interest46.00Strike Price70.00Turnover49.18%IV6.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2000Delta0.1011Gamma144.93Leverage Ratio-0.0648Theta0.0014Rho28.99Eff Leverage0.0158Vega