0.35Open0.60Pre Close1 Volume309 Open Interest82.50Strike Price35.00Turnover42.66%IV5.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1599Delta0.0494Gamma204.87Leverage Ratio-0.0921Theta-0.0024Rho-32.77Eff Leverage0.0280Vega