0.04Open0.07Pre Close22 Volume585 Open Interest28.00Strike Price70.00Turnover49.14%IV6.63%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0665Delta0.0957Gamma748.88Leverage Ratio-0.0247Theta-0.0002Rho-49.80Eff Leverage0.0035Vega