0.05Open0.03Pre Close23 Volume2.95K Open Interest7.00Strike Price71.00Turnover81.37%IV43.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0685Delta0.1224Gamma163.67Leverage Ratio-0.0027Theta0.0002Rho11.22Eff Leverage0.0018Vega