0.15Open0.20Pre Close5 Volume61 Open Interest242.50Strike Price70.00Turnover56.55%IV6.82%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0698Delta0.0136Gamma757.07Leverage Ratio-0.2444Theta0.0009Rho52.87Eff Leverage0.0234Vega