0.03Open0.06Pre Close27 Volume747 Open Interest11.50Strike Price70.00Turnover79.21%IV9.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0656Delta0.1504Gamma507.60Leverage Ratio-0.0176Theta-0.0001Rho-33.29Eff Leverage0.0014Vega