0.35Open0.25Pre Close2 Volume182 Open Interest31.00Strike Price70.00Turnover8.65%IV0.65%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5610Delta0.6711Gamma102.83Leverage Ratio-0.0045Theta-0.0071Rho-57.69Eff Leverage0.0284Vega