0.01Open0.01Pre Close50 Volume126 Open Interest7.50Strike Price70.00Turnover83.51%IV14.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0324Delta0.0951Gamma877.00Leverage Ratio-0.0059Theta0.0000Rho-28.44Eff Leverage0.0007Vega