0.70Open0.75Pre Close1 Volume68 Open Interest29.00Strike Price70.00Turnover36.17%IV4.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4277Delta0.1510Gamma36.54Leverage Ratio-0.0233Theta0.0073Rho15.63Eff Leverage0.0282Vega