0.70Open0.95Pre Close1 Volume760 Open Interest25.00Strike Price70.00Turnover45.59%IV8.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3664Delta0.1366Gamma36.48Leverage Ratio-0.0234Theta0.0052Rho13.37Eff Leverage0.0227Vega