0.35Open0.50Pre Close2 Volume903 Open Interest20.00Strike Price70.00Turnover74.51%IV5.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3760Delta0.2087Gamma42.92Leverage Ratio-0.0624Theta0.0011Rho16.14Eff Leverage0.0093Vega