0.10Open0.12Pre Close7 Volume13 Open Interest93.00Strike Price70.00Turnover30.08%IV6.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0678Delta0.0385Gamma876.40Leverage Ratio-0.0350Theta0.0010Rho59.46Eff Leverage0.0148Vega