0.10Open0.05Pre Close5 Volume2.63K Open Interest12.50Strike Price35.00Turnover121.24%IV75.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0575Delta0.0504Gamma143.20Leverage Ratio-0.0051Theta0.0003Rho8.23Eff Leverage0.0022Vega