0.70Open1.67Pre Close1 Volume27 Open Interest40.00Strike Price70.00Turnover19.66%IV1.31%PremiumSep 20, 2024Expiry Date0.18Intrinsic Value100Multiplier27DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.5020Delta0.1924Gamma45.51Leverage Ratio-0.0135Theta-0.0124Rho-22.84Eff Leverage0.0430Vega