0.35Open0.25Pre Close2 Volume18 Open Interest12.50Strike Price70.00Turnover53.03%IV2.02%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5375Delta0.5292Gamma35.43Leverage Ratio-0.0323Theta-0.0008Rho-19.04Eff Leverage0.0056Vega