0.05Open0.05Pre Close7 Volume821 Open Interest380.00Strike Price35.00Turnover147.35%IV34.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0005Gamma5658.54Leverage Ratio-0.0490Theta0.0001Rho28.99Eff Leverage0.0032Vega