0.25Open0.26Pre Close3 Volume109 Open Interest135.00Strike Price70.00Turnover30.38%IV13.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0122Gamma594.30Leverage Ratio-0.0220Theta0.0039Rho32.10Eff Leverage0.0325Vega