0.35Open0.80Pre Close2 Volume97 Open Interest55.00Strike Price70.00Turnover32.92%IV10.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1018Delta0.0325Gamma222.51Leverage Ratio-0.0173Theta-0.0043Rho-22.65Eff Leverage0.0295Vega