0.25Open0.25Pre Close10 Volume19 Open Interest482.50Strike Price70.00Turnover24.57%IV2.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0359Delta0.0113Gamma4947.80Leverage Ratio-0.1000Theta-0.0005Rho-177.49Eff Leverage0.0224Vega
JonSnow : Statistical proof?