0.11Open0.20Pre Close7 Volume2.66K Open Interest32.50Strike Price70.00Turnover59.60%IV12.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0585Delta0.0571Gamma580.20Leverage Ratio-0.0215Theta0.0002Rho33.97Eff Leverage0.0040Vega