0.02Open0.05Pre Close12 Volume492 Open Interest107.00Strike Price70.00Turnover38.54%IV5.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0471Delta0.0316Gamma1692.83Leverage Ratio-0.0497Theta0.0003Rho79.68Eff Leverage0.0079Vega