0.70Open0.45Pre Close1 Volume525 Open Interest32.50Strike Price70.00Turnover36.80%IV2.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4479Delta0.2126Gamma50.25Leverage Ratio-0.0415Theta-0.0033Rho-22.51Eff Leverage0.0200Vega