0.35Open0.35Pre Close2 Volume298 Open Interest0.50Strike Price70.00Turnover513.39%IV6.38%PremiumOct 18, 2024Expiry Date0.30Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8568Delta0.4532Gamma2.29Leverage Ratio-0.0108Theta0.0000Rho1.96Eff Leverage0.0002Vega