0.10Open0.13Pre Close8 Volume531 Open Interest16.00Strike Price70.00Turnover70.98%IV18.98%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0759Delta0.0931Gamma269.80Leverage Ratio-0.0114Theta0.0003Rho20.47Eff Leverage0.0031Vega