0.70Open1.95Pre Close1 Volume5 Open Interest31.50Strike Price70.00Turnover62.25%IV3.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4015Delta0.1997Gamma55.50Leverage Ratio-0.1151Theta-0.0012Rho-22.28Eff Leverage0.0120Vega