0.10Open0.10Pre Close7 Volume419 Open Interest7.50Strike Price70.00Turnover4910.74%IV0.67%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5011Delta0.4325Gamma17.53Leverage Ratio-81.1688Theta0.0000Rho-8.78Eff Leverage0.0001Vega