0.02Open0.23Pre Close37 Volume443 Open Interest31.50Strike Price70.00Turnover41.17%IV8.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0314Delta0.0570Gamma1936.67Leverage Ratio-0.0093Theta0.0001Rho60.90Eff Leverage0.0021Vega