0.35Open0.50Pre Close2 Volume108 Open Interest39.00Strike Price70.00Turnover20.18%IV3.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2651Delta0.1555Gamma114.71Leverage Ratio-0.0129Theta-0.0065Rho-30.41Eff Leverage0.0343Vega