0.35Open1.81Pre Close2 Volume39 Open Interest392.50Strike Price70.00Turnover38.27%IV4.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0645Delta0.0102Gamma1174.93Leverage Ratio-0.2772Theta-0.0015Rho-75.78Eff Leverage0.0405Vega