0.24Open0.29Pre Close1.90K Volume2.13K Open Interest9.50Strike Price35.50KTurnover20.20%IV0.21%PremiumJan 10, 2025Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9545Delta0.6553Gamma42.22Leverage Ratio-0.0036Theta0.0005Rho40.30Eff Leverage0.0007Vega