0.70Open1.93Pre Close1 Volume9 Open Interest49.00Strike Price70.00Turnover21.85%IV3.80%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3776Delta0.1379Gamma68.40Leverage Ratio-0.0233Theta0.0121Rho25.83Eff Leverage0.0479Vega