0.35Open0.65Pre Close2 Volume23 Open Interest10.00Strike Price70.00Turnover61.76%IV3.40%PremiumSep 20, 2024Expiry Date0.01Intrinsic Value100Multiplier6DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4850Delta0.4916Gamma30.74Leverage Ratio-0.0261Theta-0.0008Rho-14.91Eff Leverage0.0052Vega