0.20Open0.40Pre Close2 Volume1.19K Open Interest90.00Strike Price35.00Turnover36.31%IV5.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1204Delta0.0584Gamma428.80Leverage Ratio-0.0759Theta0.0012Rho51.62Eff Leverage0.0189Vega