0.05Open0.12Pre Close15 Volume363 Open Interest95.00Strike Price71.00Turnover205.42%IV18.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0036Delta0.0012Gamma11594.00Leverage Ratio-0.0829Theta0.0000Rho-42.29Eff Leverage0.0005Vega