0.05Open0.05Pre Close14 Volume263 Open Interest57.50Strike Price70.00Turnover61.74%IV20.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0051Gamma1448.00Leverage Ratio-0.0128Theta-0.0004Rho-23.97Eff Leverage0.0054Vega