0.45Open0.68Pre Close2 Volume67 Open Interest387.50Strike Price71.00Turnover120.06%IV24.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0246Delta0.0017Gamma1038.80Leverage Ratio-0.2373Theta0.0006Rho25.55Eff Leverage0.0161Vega