0.07Open0.06Pre Close10 Volume468 Open Interest17.50Strike Price70.00Turnover201.30%IV26.87%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0765Delta0.0664Gamma197.86Leverage Ratio-0.0562Theta0.0001Rho15.13Eff Leverage0.0015Vega