0.07Open0.11Pre Close10 Volume18 Open Interest12.00Strike Price70.00Turnover45.60%IV2.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.2822Delta0.8039Gamma162.93Leverage Ratio-0.0372Theta-0.0002Rho-45.98Eff Leverage0.0031Vega