118.53Open116.75Pre Close6 Volume274 Open Interest805.00Strike Price70.50KTurnover55.91%IV0.34%PremiumDec 20, 2024Expiry Date116.08Intrinsic Value100Multiplier3DDays to Expiry3.17Extrinsic Value100Contract SizeAmericanOptions Type0.9936Delta0.0004Gamma7.90Leverage Ratio-0.1816Theta0.0770Rho7.85Eff Leverage0.0163Vega