0.70Open0.27Pre Close1 Volume1.85K Open Interest17.00Strike Price70.00Turnover77.62%IV0.37%PremiumJan 17, 2025Expiry Date0.64Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6288Delta0.2319Gamma15.96Leverage Ratio-0.0519Theta-0.0017Rho-10.04Eff Leverage0.0080Vega