0.35Open0.25Pre Close2 Volume398 Open Interest47.50Strike Price70.00Turnover29.19%IV6.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1464Delta0.0713Gamma202.32Leverage Ratio-0.0204Theta-0.0033Rho-29.62Eff Leverage0.0253Vega