0.14Open0.15Pre Close5 Volume7 Open Interest25.00Strike Price70.00Turnover45.02%IV2.11%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2960Delta0.5093Gamma196.96Leverage Ratio-0.0992Theta0.0003Rho58.29Eff Leverage0.0052Vega