0.35Open0.60Pre Close2 Volume51 Open Interest135.00Strike Price70.00Turnover42.43%IV18.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0713Delta0.0110Gamma304.45Leverage Ratio-0.0357Theta0.0051Rho21.69Eff Leverage0.0397Vega