0.70Open0.85Pre Close1 Volume32 Open Interest15.00Strike Price70.00Turnover117.68%IV9.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3737Delta0.0858Gamma11.67Leverage Ratio-0.0400Theta-0.0038Rho-4.36Eff Leverage0.0142Vega