0.10Open2.69Pre Close16 Volume66 Open Interest200.00Strike Price70.00Turnover14.06%IV8.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0061Gamma4610.00Leverage Ratio-0.0057Theta0.0021Rho76.42Eff Leverage0.0201Vega