0.35Open1.27Pre Close2 Volume53 Open Interest60.00Strike Price70.00Turnover20.30%IV4.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2564Delta0.1017Gamma121.28Leverage Ratio-0.0208Theta0.0105Rho31.10Eff Leverage0.0502Vega