0.05Open0.05Pre Close13 Volume926 Open Interest22.50Strike Price70.00Turnover84.78%IV16.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0647Delta0.0687Gamma387.80Leverage Ratio-0.0232Theta0.0002Rho25.08Eff Leverage0.0027Vega