0.05Open0.20Pre Close12 Volume58 Open Interest36.00Strike Price70.00Turnover58.57%IV8.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0872Delta0.0653Gamma391.60Leverage Ratio-0.0438Theta-0.0004Rho-34.14Eff Leverage0.0066Vega