0.07Open0.20Pre Close10 Volume16 Open Interest56.00Strike Price70.00Turnover41.98%IV3.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.1311Gamma774.29Leverage Ratio-0.0682Theta0.0002Rho81.96Eff Leverage0.0061Vega