0.35Open0.55Pre Close2 Volume796 Open Interest30.00Strike Price70.00Turnover35.26%IV2.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4266Delta0.3431Gamma62.63Leverage Ratio-0.0564Theta0.0015Rho26.72Eff Leverage0.0127Vega