0.70Open0.75Pre Close1 Volume6 Open Interest15.00Strike Price70.00Turnover54.30%IV1.55%PremiumSep 20, 2024Expiry Date0.46Intrinsic Value100Multiplier7DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6693Delta0.2995Gamma20.61Leverage Ratio-0.0311Theta0.0020Rho13.80Eff Leverage0.0081Vega