0.35Open0.55Pre Close2 Volume798 Open Interest30.00Strike Price70.00Turnover43.68%IV2.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4463Delta0.2709Gamma62.63Leverage Ratio-0.0679Theta0.0016Rho27.96Eff Leverage0.0132Vega