0.10Open0.13Pre Close4 Volume156 Open Interest2.00Strike Price35.00Turnover165.83%IV33.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3595Delta0.5993Gamma12.88Leverage Ratio-0.0060Theta0.0002Rho4.63Eff Leverage0.0014Vega