0.05Open0.07Pre Close14 Volume1.53K Open Interest5615.00Strike Price70.00Turnover29.27%IV3.00%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0027Delta0.0001Gamma109035.20Leverage Ratio-0.4540Theta0.0002Rho290.31Eff Leverage0.0177Vega