0.70Open1.00Pre Close1 Volume7 Open Interest37.00Strike Price70.00Turnover36.29%IV0.47%PremiumNov 29, 2024Expiry Date0.53Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6323Delta0.3786Gamma52.10Leverage Ratio-0.1012Theta-0.0012Rho-32.94Eff Leverage0.0104Vega