0.05Open0.03Pre Close14 Volume590 Open Interest18.00Strike Price70.00Turnover295.71%IV19.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.0774Gamma302.20Leverage Ratio-0.2039Theta0.0000Rho20.85Eff Leverage0.0008Vega