0.11Open0.11Pre Close10 Volume0 Open Interest100.00Strike Price70.00Turnover32.17%IV4.26%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0432Delta0.0402Gamma2398.75Leverage Ratio-0.0361Theta0.0002Rho103.72Eff Leverage0.0065Vega