0.70Open0.75Pre Close1 Volume38 Open Interest10.00Strike Price70.00Turnover63.41%IV6.15%PremiumJan 17, 2025Expiry Date0.08Intrinsic Value100Multiplier23DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.5586Delta0.2427Gamma14.40Leverage Ratio-0.0143Theta0.0032Rho8.04Eff Leverage0.0101Vega