0.30Open0.12Pre Close9 Volume223 Open Interest11.00Strike Price70.00Turnover451.29%IV63.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0646Delta0.0637Gamma135.00Leverage Ratio-0.0489Theta0.0000Rho8.72Eff Leverage0.0006Vega