0.05Open0.13Pre Close12 Volume50 Open Interest94.50Strike Price71.00Turnover8.00%IV1.03%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1459Delta0.2853Gamma1560.00Leverage Ratio-0.0228Theta0.0016Rho227.64Eff Leverage0.0228Vega