0.70Open1.45Pre Close1 Volume2 Open Interest49.00Strike Price70.00Turnover16.37%IV0.80%PremiumDec 27, 2024Expiry Date0.31Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6465Delta0.4903Gamma102.51Leverage Ratio-0.0418Theta-0.0025Rho-66.27Eff Leverage0.0174Vega