0.40Open0.58Pre Close2 Volume25 Open Interest11.50Strike Price70.00Turnover219.83%IV6.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3748Delta0.2493Gamma34.09Leverage Ratio-0.3108Theta-0.0002Rho-12.78Eff Leverage0.0026Vega