0.70Open1.00Pre Close1 Volume6 Open Interest22.50Strike Price70.00Turnover60.15%IV11.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3448Delta0.1116Gamma29.70Leverage Ratio-0.0249Theta0.0045Rho10.24Eff Leverage0.0202Vega