0.70Open0.50Pre Close1 Volume904 Open Interest5.00Strike Price70.00Turnover80.24%IV5.56%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7282Delta0.4184Gamma9.82Leverage Ratio-0.0113Theta0.0011Rho7.15Eff Leverage0.0033Vega