0.70Open0.35Pre Close1 Volume71 Open Interest10.00Strike Price70.00Turnover54.09%IV0.94%PremiumJan 17, 2025Expiry Date0.60Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7481Delta0.3131Gamma13.68Leverage Ratio-0.0152Theta0.0023Rho10.23Eff Leverage0.0060Vega