0.35Open0.30Pre Close2 Volume864 Open Interest80.00Strike Price70.00Turnover18.56%IV5.53%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1706Delta0.0697Gamma217.54Leverage Ratio-0.0207Theta0.0084Rho37.12Eff Leverage0.0497Vega