0.01Open0.05Pre Close70 Volume127 Open Interest277.50Strike Price70.00Turnover134.85%IV25.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0020Delta0.0004Gamma22179.00Leverage Ratio-0.0100Theta0.0000Rho45.42Eff Leverage0.0008Vega