0.48Open1.21Pre Close2 Volume33 Open Interest79.50Strike Price70.00Turnover18.22%IV0.14%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6607Delta1.2983Gamma468.29Leverage Ratio-0.3886Theta0.0002Rho309.42Eff Leverage0.0057Vega