0.05Open0.09Pre Close7 Volume448 Open Interest240.00Strike Price35.00Turnover71.74%IV9.03%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0161Delta0.0046Gamma4403.40Leverage Ratio-0.0500Theta0.0001Rho71.07Eff Leverage0.0049Vega