0.70Open0.75Pre Close1 Volume1.35K Open Interest2.50Strike Price70.00Turnover110.80%IV0.99%PremiumDec 20, 2024Expiry Date0.68Intrinsic Value100Multiplier23DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8339Delta0.5003Gamma2.60Leverage Ratio-0.0025Theta-0.0011Rho-2.17Eff Leverage0.0011Vega