0.07Open0.40Pre Close10 Volume7.59K Open Interest52.50Strike Price70.00Turnover14.18%IV2.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2051Delta0.1846Gamma291.94Leverage Ratio-0.0145Theta0.0047Rho59.89Eff Leverage0.0308Vega