0.10Open0.05Pre Close7 Volume68 Open Interest46.50Strike Price70.00Turnover37.80%IV3.58%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0694Delta0.1349Gamma1124.75Leverage Ratio-0.0300Theta0.0001Rho78.01Eff Leverage0.0035Vega