9.74Open8.30Pre Close61 Volume1.12K Open Interest17.50Strike Price70.65KTurnover126.48%IV-0.87%PremiumDec 20, 2024Expiry Date12.36Intrinsic Value100Multiplier17DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9801Delta0.0060Gamma2.41Leverage Ratio-0.0130Theta0.0078Rho2.36Eff Leverage0.0031Vega