0.35Open0.30Pre Close2 Volume55 Open Interest2.00Strike Price70.00Turnover124.77%IV4.62%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6707Delta0.8302Gamma4.94Leverage Ratio-0.0052Theta-0.0005Rho-3.31Eff Leverage0.0013Vega