0.35Open0.12Pre Close1 Volume131 Open Interest105.00Strike Price35.00Turnover40.09%IV14.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0897Delta0.0185Gamma262.11Leverage Ratio-0.0348Theta0.0045Rho23.52Eff Leverage0.0353Vega