0.15Open0.61Pre Close6 Volume7 Open Interest75.00Strike Price70.00Turnover167.73%IV63.32%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0281Delta0.0058Gamma418.09Leverage Ratio-0.0425Theta0.0002Rho11.75Eff Leverage0.0042Vega