0.35Open1.81Pre Close2 Volume39 Open Interest392.50Strike Price70.00Turnover38.85%IV4.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0599Delta0.0095Gamma1264.37Leverage Ratio-0.2621Theta-0.0014Rho-75.70Eff Leverage0.0381Vega