0.70Open1.10Pre Close1 Volume216 Open Interest45.00Strike Price70.00Turnover1049.51%IV0.11%PremiumOct 11, 2024Expiry Date0.65Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7670Delta0.3583Gamma59.13Leverage Ratio-107.6114Theta0.0000Rho-45.35Eff Leverage0.0002Vega