0.70Open0.75Pre Close1 Volume1.35K Open Interest2.50Strike Price70.00Turnover120.50%IV1.37%PremiumDec 20, 2024Expiry Date0.68Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7988Delta0.5087Gamma2.61Leverage Ratio-0.0032Theta-0.0011Rho-2.08Eff Leverage0.0013Vega