0.70Open1.01Pre Close1 Volume270 Open Interest18.50Strike Price70.00Turnover36.22%IV0.18%PremiumSep 27, 2024Expiry Date0.67Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8635Delta0.3755Gamma25.84Leverage Ratio-0.0183Theta-0.0011Rho-22.32Eff Leverage0.0036Vega