0.10Open0.05Pre Close7 Volume58 Open Interest87.50Strike Price70.00Turnover60.02%IV6.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0566Delta0.0279Gamma936.30Leverage Ratio-0.0886Theta-0.0003Rho-53.01Eff Leverage0.0077Vega