0.05Open0.15Pre Close13 Volume72 Open Interest177.50Strike Price70.00Turnover41.29%IV3.46%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0570Delta0.0281Gamma1837.50Leverage Ratio-0.1000Theta-0.0003Rho-104.83Eff Leverage0.0113Vega