0.70Open0.70Pre Close1 Volume7 Open Interest9.00Strike Price70.00Turnover105.44%IV4.75%PremiumJul 19, 2024Expiry Date0.26Intrinsic Value100Multiplier8DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.5915Delta0.2623Gamma13.23Leverage Ratio-0.0356Theta0.0011Rho7.82Eff Leverage0.0055Vega