0.70Open0.60Pre Close1 Volume875 Open Interest4.50Strike Price70.00Turnover86.42%IV6.40%PremiumSep 20, 2024Expiry Date0.44Intrinsic Value100Multiplier27DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6196Delta0.3994Gamma6.25Leverage Ratio-0.0063Theta-0.0020Rho-3.87Eff Leverage0.0042Vega