0.70Open0.81Pre Close1 Volume230 Open Interest22.50Strike Price70.00Turnover13.79%IV0.39%PremiumAug 16, 2024Expiry Date0.61Intrinsic Value100Multiplier23DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8082Delta0.3340Gamma29.82Leverage Ratio-0.0072Theta0.0118Rho24.10Eff Leverage0.0161Vega