0.35Open0.50Pre Close2 Volume190 Open Interest95.00Strike Price70.00Turnover26.61%IV7.86%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1538Delta0.0410Gamma196.44Leverage Ratio-0.0329Theta0.0079Rho30.21Eff Leverage0.0515Vega