0.70Open1.20Pre Close1 Volume25 Open Interest805.00Strike Price70.00Turnover53.60%IV6.27%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.1224Delta0.0042Gamma283.68Leverage Ratio-1.1623Theta-0.0114Rho-34.73Eff Leverage0.1846Vega