0.70Open1.04Pre Close1 Volume102 Open Interest25.00Strike Price70.00Turnover44.88%IV2.43%PremiumNov 22, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.5354Delta0.3364Gamma48.25Leverage Ratio-0.0640Theta0.0014Rho25.83Eff Leverage0.0105Vega