0.13Open0.11Pre Close3.05K Volume6.14K Open Interest5.00Strike Price69.50KTurnover73.60%IV1.03%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6613Delta1.1990Gamma23.71Leverage Ratio-0.0224Theta-0.0002Rho-15.68Eff Leverage0.0015Vega