0.35Open0.34Pre Close2 Volume20 Open Interest20.00Strike Price70.00Turnover53.22%IV0.17%PremiumSep 20, 2024Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6504Delta0.6444Gamma58.04Leverage Ratio-0.1384Theta0.0004Rho37.75Eff Leverage0.0040Vega