0.10Open0.10Pre Close7 Volume539 Open Interest3.00Strike Price70.00Turnover80.46%IV8.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3867Delta0.9614Gamma22.84Leverage Ratio-0.0072Theta0.0003Rho8.83Eff Leverage0.0019Vega