0.05Open0.07Pre Close14 Volume1.53K Open Interest5615.00Strike Price70.00Turnover28.47%IV3.39%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0027Delta0.0001Gamma108614.00Leverage Ratio-0.4548Theta0.0002Rho297.27Eff Leverage0.0181Vega