0.35Open0.70Pre Close1 Volume64 Open Interest11.00Strike Price35.00Turnover172.59%IV39.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0886Delta0.0224Gamma50.06Leverage Ratio-0.0278Theta-0.0010Rho-4.43Eff Leverage0.0067Vega