0.12Open0.55Pre Close6 Volume28 Open Interest797.50Strike Price70.00Turnover80.46%IV12.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0299Delta0.0011Gamma1194.80Leverage Ratio-0.5842Theta-0.0020Rho-35.73Eff Leverage0.0540Vega