0.35Open0.34Pre Close2 Volume20 Open Interest20.00Strike Price70.00Turnover31.46%IV0.20%PremiumSep 20, 2024Expiry Date0.31Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8267Delta0.7460Gamma58.03Leverage Ratio-0.0349Theta0.0005Rho47.97Eff Leverage0.0028Vega