0.05Open0.07Pre Close14 Volume1.53K Open Interest5615.00Strike Price70.00Turnover28.96%IV3.25%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0027Delta0.0001Gamma108766.60Leverage Ratio-0.4547Theta0.0002Rho292.73Eff Leverage0.0178Vega