0.05Open0.05Pre Close7 Volume821 Open Interest380.00Strike Price35.00Turnover146.61%IV34.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0005Gamma5656.75Leverage Ratio-0.0489Theta0.0001Rho29.00Eff Leverage0.0032Vega