4.88Open3.60Pre Close127 Volume793 Open Interest142.00Strike Price70.55KTurnover56.57%IV0.64%PremiumOct 18, 2024Expiry Date5.97Intrinsic Value100Multiplier3DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.7772Delta0.0408Gamma19.89Leverage Ratio-0.3249Theta-0.0090Rho-15.46Eff Leverage0.0387Vega