0.02Open0.03Pre Close24 Volume415 Open Interest525.00Strike Price70.00Turnover191.16%IV14.04%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0114Delta0.0007Gamma3701.33Leverage Ratio-1.2165Theta-0.0001Rho-42.21Eff Leverage0.0064Vega