0.03Open0.03Pre Close16 Volume388 Open Interest560.00Strike Price70.00Turnover92.71%IV11.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0133Delta0.0009Gamma9065.43Leverage Ratio-0.1699Theta-0.0003Rho-120.12Eff Leverage0.0132Vega