0.35Open0.40Pre Close2 Volume72 Open Interest46.00Strike Price70.00Turnover51.57%IV6.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1999Delta0.1010Gamma144.93Leverage Ratio-0.0711Theta0.0013Rho28.97Eff Leverage0.0150Vega