0.05Open0.04Pre Close12 Volume730 Open Interest12.50Strike Price70.00Turnover43.86%IV2.39%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.2304Delta0.6905Gamma169.93Leverage Ratio-0.0311Theta-0.0002Rho-39.15Eff Leverage0.0031Vega