0.10Open0.14Pre Close7 Volume1.07K Open Interest67.50Strike Price70.00Turnover35.86%IV4.24%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1197Delta0.0928Gamma518.80Leverage Ratio-0.0657Theta0.0007Rho62.12Eff Leverage0.0120Vega