0.35Open0.50Pre Close1 Volume183 Open Interest420.00Strike Price35.00Turnover42.95%IV12.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0957Delta0.0032Gamma194.09Leverage Ratio-0.1823Theta-0.0284Rho-18.58Eff Leverage0.2080Vega