0.10Open0.10Pre Close12 Volume2.16K Open Interest85.00Strike Price70.00Turnover29.36%IV8.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0216Gamma1561.54Leverage Ratio-0.0147Theta0.0007Rho55.33Eff Leverage0.0096Vega