0.05Open0.15Pre Close2.57K Volume408 Open Interest2.00Strike Price34.97KTurnover491.54%IV207.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3781Delta0.4671Gamma5.47Leverage Ratio-0.0074Theta0.0001Rho2.07Eff Leverage0.0006Vega