0.02Open0.05Pre Close35 Volume621 Open Interest29.00Strike Price70.00Turnover100.88%IV20.41%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0199Delta0.0227Gamma1606.67Leverage Ratio-0.0125Theta0.0000Rho31.91Eff Leverage0.0010Vega