0.05Open0.04Pre Close16 Volume580 Open Interest8.50Strike Price70.00Turnover188.18%IV22.00%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0930Delta0.1707Gamma175.00Leverage Ratio-0.0330Theta0.0000Rho16.27Eff Leverage0.0009Vega