0.35Open0.47Pre Close2 Volume201 Open Interest28.00Strike Price70.00Turnover27.84%IV5.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2669Delta0.1589Gamma83.20Leverage Ratio-0.0135Theta-0.0047Rho-22.21Eff Leverage0.0245Vega