0.35Open0.43Pre Close2 Volume8 Open Interest42.50Strike Price70.00Turnover26.60%IV4.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2746Delta0.1568Gamma117.37Leverage Ratio-0.0272Theta0.0041Rho32.24Eff Leverage0.0266Vega