0.70Open0.79Pre Close1 Volume1.86K Open Interest12.00Strike Price70.00Turnover37.54%IV0.22%PremiumJan 17, 2025Expiry Date0.68Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7615Delta0.3692Gamma14.16Leverage Ratio-0.0080Theta-0.0030Rho-10.78Eff Leverage0.0071Vega