70.68Open70.68Pre Close0 Volume1 Open Interest75.00Strike Price0.00Turnover168.28%IV32.39%PremiumJan 17, 2025Expiry Date35.04Intrinsic Value100Multiplier6DDays to Expiry35.64Extrinsic Value100Contract SizeAmericanOptions Type0.9663Delta0.0030Gamma3.10Leverage Ratio-0.1396Theta0.0125Rho3.00Eff Leverage0.0109Vega