0.14Open0.15Pre Close5 Volume256 Open Interest32.50Strike Price70.00Turnover31.78%IV10.57%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1254Delta0.0888Gamma210.86Leverage Ratio-0.0111Theta0.0022Rho26.44Eff Leverage0.0151Vega