0.70Open0.40Pre Close1 Volume79 Open Interest35.00Strike Price70.00Turnover50.97%IV0.25%PremiumSep 20, 2024Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6649Delta0.2345Gamma36.52Leverage Ratio-0.1188Theta0.0017Rho24.29Eff Leverage0.0111Vega