0.05Open0.15Pre Close7 Volume40 Open Interest51.00Strike Price35.00Turnover22.89%IV2.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1195Delta0.2325Gamma998.80Leverage Ratio-0.0377Theta0.0003Rho119.33Eff Leverage0.0075Vega