0.07Open0.10Pre Close10 Volume126 Open Interest170.00Strike Price70.00Turnover34.95%IV3.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0455Delta0.0241Gamma2354.47Leverage Ratio-0.0737Theta-0.0003Rho-107.18Eff Leverage0.0109Vega