0.35Open0.70Pre Close1 Volume48 Open Interest17.00Strike Price35.00Turnover59.61%IV14.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1633Delta0.0832Gamma70.76Leverage Ratio-0.0150Theta-0.0021Rho-11.56Eff Leverage0.0123Vega