0.70Open0.73Pre Close1 Volume6 Open Interest52.50Strike Price70.00Turnover37.19%IV9.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.2328Delta0.0661Gamma81.03Leverage Ratio-0.0310Theta0.0070Rho18.86Eff Leverage0.0380Vega