0.70Open1.20Pre Close1 Volume14 Open Interest6.50Strike Price70.00Turnover417.57%IV0.42%PremiumJan 10, 2025Expiry Date0.67Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6902Delta0.1801Gamma6.37Leverage Ratio-0.2664Theta0.0002Rho4.40Eff Leverage0.0017Vega