0.06Open0.10Pre Close12 Volume871 Open Interest9.00Strike Price71.00Turnover180.56%IV84.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1340Delta0.0972Gamma39.20Leverage Ratio-0.0104Theta0.0003Rho5.25Eff Leverage0.0027Vega