0.35Open0.34Pre Close2 Volume20 Open Interest20.00Strike Price70.00Turnover46.21%IV0.17%PremiumSep 20, 2024Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6985Delta0.6957Gamma58.04Leverage Ratio-0.0996Theta0.0004Rho40.54Eff Leverage0.0038Vega