0.40Open0.45Pre Close2 Volume529 Open Interest85.00Strike Price70.00Turnover64.82%IV4.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1705Delta0.0757Gamma272.20Leverage Ratio-0.2676Theta0.0005Rho46.42Eff Leverage0.0131Vega