0.07Open0.03Pre Close10 Volume126 Open Interest23.00Strike Price70.00Turnover46.47%IV4.63%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1396Delta0.2586Gamma339.23Leverage Ratio-0.0356Theta0.0002Rho47.35Eff Leverage0.0041Vega