0.05Open0.03Pre Close14 Volume576 Open Interest18.00Strike Price70.00Turnover350.46%IV19.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.0773Gamma302.20Leverage Ratio-0.2863Theta0.0000Rho20.85Eff Leverage0.0007Vega