0.35Open0.45Pre Close2 Volume48 Open Interest95.00Strike Price70.00Turnover53.83%IV15.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0608Delta0.0094Gamma320.86Leverage Ratio-0.0456Theta-0.0029Rho-19.51Eff Leverage0.0285Vega