0.07Open0.04Pre Close5 Volume134 Open Interest104.00Strike Price35.00Turnover218.45%IV12.10%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0235Delta0.0071Gamma1689.00Leverage Ratio-0.6057Theta0.0000Rho-39.71Eff Leverage0.0020Vega