0.03Open0.02Pre Close34 Volume290 Open Interest77.00Strike Price70.00Turnover29.08%IV2.62%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0358Delta0.0743Gamma5003.33Leverage Ratio-0.0458Theta0.0001Rho179.18Eff Leverage0.0029Vega