0.35Open0.55Pre Close2 Volume798 Open Interest30.00Strike Price70.00Turnover42.50%IV2.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4465Delta0.2711Gamma62.63Leverage Ratio-0.0642Theta0.0017Rho27.97Eff Leverage0.0136Vega