0.35Open0.55Pre Close1 Volume293 Open Interest16.00Strike Price35.00Turnover55.85%IV11.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2200Delta0.1149Gamma50.49Leverage Ratio-0.0149Theta-0.0026Rho-11.11Eff Leverage0.0137Vega