0.71Open1.35Pre Close1 Volume22 Open Interest550.00Strike Price71.00Turnover42.97%IV6.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.0752Delta0.0066Gamma729.00Leverage Ratio-0.4040Theta0.0035Rho54.83Eff Leverage0.0707Vega